Overview

Dataset statistics

Number of variables180
Number of observations1308
Missing cells6086
Missing cells (%)2.6%
Duplicate rows0
Duplicate rows (%)0.0%
Total size in memory1.8 MiB
Average record size in memory1.4 KiB

Variable types

CAT147
NUM22
BOOL10
UNSUPPORTED1

Reproduction

Analysis started2020-07-19 21:07:42.809308
Analysis finished2020-07-19 21:16:43.930338
Duration9 minutes and 1.12 second
Versionpandas-profiling v2.8.0
Command linepandas_profiling --config_file config.yaml [YOUR_FILE.csv]
Download configurationconfig.yaml

Warnings

M/S Equivalent has constant value "-" Constant
Product Type has constant value "Investment Grade" Constant
Tranche Currency has constant value "USD" Constant
FX Rate per USD has constant value "1" Constant
Price Execution has constant value "-" Constant
Coupon Rate Comments has constant value "-" Constant
General Comments (deal level) has constant value "-" Constant
Pricing Date has a high cardinality: 100 distinct values High cardinality
Settlement Date has a high cardinality: 125 distinct values High cardinality
Bond Ticker has a high cardinality: 537 distinct values High cardinality
Issuer has a high cardinality: 620 distinct values High cardinality
Moody's/S&P/Fitch Rating has a high cardinality: 191 distinct values High cardinality
Total Deal Size (USD) has a high cardinality: 108 distinct values High cardinality
Tranche Size (USD) has a high cardinality: 83 distinct values High cardinality
Tenor has a high cardinality: 70 distinct values High cardinality
Coupon Rate (Fixed %; FRN if Float) has a high cardinality: 251 distinct values High cardinality
Maturity has a high cardinality: 560 distinct values High cardinality
Benchmark has a high cardinality: 87 distinct values High cardinality
Spread has a high cardinality: 251 distinct values High cardinality
Free r has a high cardinality: 148 distinct values High cardinality
New Issue Premium has a high cardinality: 94 distinct values High cardinality
Over Subscription has a high cardinality: 373 distinct values High cardinality
Price has a high cardinality: 591 distinct values High cardinality
Bk3 has a high cardinality: 58 distinct values High cardinality
Bk4 has a high cardinality: 69 distinct values High cardinality
Bk5 has a high cardinality: 62 distinct values High cardinality
Bk6 has a high cardinality: 57 distinct values High cardinality
Sub industry has a high cardinality: 81 distinct values High cardinality
CUSIP has a high cardinality: 1280 distinct values High cardinality
ISIN has a high cardinality: 1258 distinct values High cardinality
Tranche Size (Local) has a high cardinality: 83 distinct values High cardinality
Bond Ticker.1 has a high cardinality: 537 distinct values High cardinality
Gross Spread has a high cardinality: 64 distinct values High cardinality
Total Fees has a high cardinality: 211 distinct values High cardinality
Co1 has a high cardinality: 87 distinct values High cardinality
Co 2 has a high cardinality: 93 distinct values High cardinality
Co 3 has a high cardinality: 90 distinct values High cardinality
Co 4 has a high cardinality: 95 distinct values High cardinality
Co 5 has a high cardinality: 84 distinct values High cardinality
Price0 has a high cardinality: 1045 distinct values High cardinality
Yield0 has a high cardinality: 1019 distinct values High cardinality
Spread0 has a high cardinality: 1159 distinct values High cardinality
Performance0 has a high cardinality: 1148 distinct values High cardinality
Price1 has a high cardinality: 1088 distinct values High cardinality
Yield1 has a high cardinality: 1042 distinct values High cardinality
Spread1 has a high cardinality: 1199 distinct values High cardinality
Performance1 has a high cardinality: 1196 distinct values High cardinality
Price2 has a high cardinality: 1124 distinct values High cardinality
Yield2 has a high cardinality: 1060 distinct values High cardinality
Spread2 has a high cardinality: 1217 distinct values High cardinality
Performance2 has a high cardinality: 1212 distinct values High cardinality
Price3 has a high cardinality: 1137 distinct values High cardinality
Yield3 has a high cardinality: 1045 distinct values High cardinality
Spread3 has a high cardinality: 1234 distinct values High cardinality
Performance3 has a high cardinality: 1224 distinct values High cardinality
Price4 has a high cardinality: 1159 distinct values High cardinality
Yield4 has a high cardinality: 1073 distinct values High cardinality
Spread4 has a high cardinality: 1238 distinct values High cardinality
Performance4 has a high cardinality: 1231 distinct values High cardinality
Price5 has a high cardinality: 1163 distinct values High cardinality
Yield5 has a high cardinality: 1058 distinct values High cardinality
Spread5 has a high cardinality: 1237 distinct values High cardinality
Performance5 has a high cardinality: 1234 distinct values High cardinality
Price6 has a high cardinality: 1186 distinct values High cardinality
Yield6 has a high cardinality: 1077 distinct values High cardinality
Spread6 has a high cardinality: 1238 distinct values High cardinality
Performance6 has a high cardinality: 1231 distinct values High cardinality
Price7 has a high cardinality: 1185 distinct values High cardinality
Yield7 has a high cardinality: 1079 distinct values High cardinality
Spread7 has a high cardinality: 1241 distinct values High cardinality
Performance7 has a high cardinality: 1235 distinct values High cardinality
Price8 has a high cardinality: 1177 distinct values High cardinality
Yield8 has a high cardinality: 1074 distinct values High cardinality
Spread8 has a high cardinality: 1241 distinct values High cardinality
Performance8 has a high cardinality: 1236 distinct values High cardinality
Price9 has a high cardinality: 1188 distinct values High cardinality
Yield9 has a high cardinality: 1074 distinct values High cardinality
Spread9 has a high cardinality: 1244 distinct values High cardinality
Performance9 has a high cardinality: 1238 distinct values High cardinality
Price10 has a high cardinality: 1182 distinct values High cardinality
Yield10 has a high cardinality: 1108 distinct values High cardinality
Spread10 has a high cardinality: 1244 distinct values High cardinality
Performance10 has a high cardinality: 1237 distinct values High cardinality
Ticker has a high cardinality: 580 distinct values High cardinality
EnterpriseValue has a high cardinality: 433 distinct values High cardinality
Usgg3y is highly correlated with Usgg2y and 3 other fieldsHigh correlation
Usgg2y is highly correlated with Usgg3y and 3 other fieldsHigh correlation
Usgg3y5d is highly correlated with Usgg2y5d and 1 other fieldsHigh correlation
Usgg2y5d is highly correlated with Usgg3y5dHigh correlation
Usgg5y is highly correlated with Usgg2y and 3 other fieldsHigh correlation
Usgg5y5d is highly correlated with Usgg3y5dHigh correlation
Usgg10y is highly correlated with Usgg2y and 3 other fieldsHigh correlation
Usgg30y is highly correlated with Usgg2y and 3 other fieldsHigh correlation
Usgg30y5d is highly correlated with Usgg10y5dHigh correlation
Usgg10y5d is highly correlated with Usgg30y5dHigh correlation
League Table Eligible is highly correlated with New Issue PremiumHigh correlation
New Issue Premium is highly correlated with League Table EligibleHigh correlation
Listing is highly correlated with S&P Rating and 6 other fieldsHigh correlation
S&P Rating is highly correlated with ListingHigh correlation
Asset Class is highly correlated with ListingHigh correlation
Deal Size (Lcl Ccy) is highly correlated with ListingHigh correlation
Benchmark is highly correlated with Listing and 1 other fieldsHigh correlation
Orderbook Size (mm) is highly correlated with ListingHigh correlation
Bk4 is highly correlated with ListingHigh correlation
Bk5 is highly correlated with ListingHigh correlation
Industry is highly correlated with Issuer Type and 1 other fieldsHigh correlation
Issuer Type is highly correlated with Industry and 1 other fieldsHigh correlation
Sub industry is highly correlated with Issuer Type and 1 other fieldsHigh correlation
Week Start is highly correlated with Pricing Date and 1 other fieldsHigh correlation
Pricing Date is highly correlated with Week Start and 1 other fieldsHigh correlation
Quarter is highly correlated with Pricing Date and 1 other fieldsHigh correlation
Sub-Region is highly correlated with Country and 1 other fieldsHigh correlation
Country is highly correlated with Sub-Region and 1 other fieldsHigh correlation
Region is highly correlated with Country and 1 other fieldsHigh correlation
Tranche Size (Local) is highly correlated with Tranche Size (USD)High correlation
Tranche Size (USD) is highly correlated with Tranche Size (Local)High correlation
Call Structure is highly correlated with StructureHigh correlation
Structure is highly correlated with Call StructureHigh correlation
Jt Ld 3 is highly correlated with Jt Ld 2 and 1 other fieldsHigh correlation
Jt Ld 2 is highly correlated with Jt Ld 3 and 1 other fieldsHigh correlation
Jt Ld 4 is highly correlated with Jt Ld 2 and 2 other fieldsHigh correlation
Jt Ld 5 is highly correlated with Jt Ld 4High correlation
IssueBenchmark is highly correlated with BenchmarkHigh correlation
Benchmark has 67 (5.1%) missing values Missing
Spread to Gov Benchmark has 1123 (85.9%) missing values Missing
MS has 1143 (87.4%) missing values Missing
New Issue Premium has 194 (14.8%) missing values Missing
Over Subscription has 106 (8.1%) missing values Missing
Phy. Bks has 1308 (100.0%) missing values Missing
Gross Spread has 352 (26.9%) missing values Missing
Price0 has 110 (8.4%) missing values Missing
Yield0 has 112 (8.6%) missing values Missing
Spread0 has 32 (2.4%) missing values Missing
Price1 has 67 (5.1%) missing values Missing
Yield1 has 69 (5.3%) missing values Missing
Spread1 has 32 (2.4%) missing values Missing
Price2 has 51 (3.9%) missing values Missing
Yield2 has 53 (4.1%) missing values Missing
Spread2 has 32 (2.4%) missing values Missing
Price3 has 35 (2.7%) missing values Missing
Yield3 has 37 (2.8%) missing values Missing
Spread3 has 32 (2.4%) missing values Missing
Price4 has 32 (2.4%) missing values Missing
Yield4 has 34 (2.6%) missing values Missing
Spread4 has 32 (2.4%) missing values Missing
Price5 has 30 (2.3%) missing values Missing
Yield5 has 32 (2.4%) missing values Missing
Spread5 has 32 (2.4%) missing values Missing
Price6 has 29 (2.2%) missing values Missing
Yield6 has 31 (2.4%) missing values Missing
Spread6 has 32 (2.4%) missing values Missing
Price7 has 28 (2.1%) missing values Missing
Yield7 has 30 (2.3%) missing values Missing
Spread7 has 32 (2.4%) missing values Missing
Price8 has 26 (2.0%) missing values Missing
Yield8 has 28 (2.1%) missing values Missing
Spread8 has 32 (2.4%) missing values Missing
Price9 has 25 (1.9%) missing values Missing
Yield9 has 27 (2.1%) missing values Missing
Spread9 has 32 (2.4%) missing values Missing
Price10 has 25 (1.9%) missing values Missing
Yield10 has 27 (2.1%) missing values Missing
Spread10 has 32 (2.4%) missing values Missing
EnterpriseValue has 502 (38.4%) missing values Missing
Yield is highly skewed (γ1 = 25.52291639) Skewed
CUSIP is uniformly distributed Uniform
ISIN is uniformly distributed Uniform
Price0 is uniformly distributed Uniform
Yield0 is uniformly distributed Uniform
Price1 is uniformly distributed Uniform
Yield1 is uniformly distributed Uniform
Price2 is uniformly distributed Uniform
Yield2 is uniformly distributed Uniform
Price3 is uniformly distributed Uniform
Yield3 is uniformly distributed Uniform
Spread3 is uniformly distributed Uniform
Price4 is uniformly distributed Uniform
Yield4 is uniformly distributed Uniform
Spread4 is uniformly distributed Uniform
Price5 is uniformly distributed Uniform
Yield5 is uniformly distributed Uniform
Spread5 is uniformly distributed Uniform
Price6 is uniformly distributed Uniform
Yield6 is uniformly distributed Uniform
Spread6 is uniformly distributed Uniform
Price7 is uniformly distributed Uniform
Yield7 is uniformly distributed Uniform
Spread7 is uniformly distributed Uniform
Price8 is uniformly distributed Uniform
Yield8 is uniformly distributed Uniform
Spread8 is uniformly distributed Uniform
Price9 is uniformly distributed Uniform
Yield9 is uniformly distributed Uniform
Spread9 is uniformly distributed Uniform
Price10 is uniformly distributed Uniform
Yield10 is uniformly distributed Uniform
Spread10 is uniformly distributed Uniform
Phy. Bks is an unsupported type, check if it needs cleaning or further analysis Unsupported
IPT Spread has 147 (11.2%) zeros Zeros
Guidance has 563 (43.0%) zeros Zeros
Area has 917 (70.1%) zeros Zeros
Movement from IPTS has 63 (4.8%) zeros Zeros
Yield has 65 (5.0%) zeros Zeros

Variables

Pricing Date
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
03/26/2020
 
33
06/17/2020
 
29
01/07/2020
 
27
01/06/2020
 
27
03/30/2020
 
27
Other values (95)
1165
ValueCountFrequency (%) 
03/26/2020332.5%
 
06/17/2020292.2%
 
01/07/2020272.1%
 
01/06/2020272.1%
 
03/30/2020272.1%
 
05/11/2020262.0%
 
04/27/2020262.0%
 
05/07/2020262.0%
 
02/18/2020262.0%
 
05/06/2020262.0%
 
Other values (90)103579.1%
 

Length

Max length10
Median length10
Mean length10
Min length10

Settlement Date
Categorical

HIGH CARDINALITY

Distinct count125
Unique (%)9.6%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
05/13/2020
 
30
05/18/2020
 
29
04/09/2020
 
27
04/01/2020
 
26
03/27/2020
 
24
Other values (120)
1172
ValueCountFrequency (%) 
05/13/2020302.3%
 
05/18/2020292.2%
 
04/09/2020272.1%
 
04/01/2020262.0%
 
03/27/2020241.8%
 
06/03/2020231.8%
 
03/25/2020231.8%
 
06/22/2020231.8%
 
05/07/2020211.6%
 
03/30/2020211.6%
 
Other values (115)106181.1%
 

Length

Max length10
Median length10
Mean length9.96559633
Min length1

Bond Ticker
Categorical

HIGH CARDINALITY

Distinct count537
Unique (%)41.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
UTX
 
14
JPM
 
11
DIS
 
11
XOM
 
10
GE
 
10
Other values (532)
1252
ValueCountFrequency (%) 
UTX141.1%
 
JPM110.8%
 
DIS110.8%
 
XOM100.8%
 
GE100.8%
 
WFC100.8%
 
KO100.8%
 
TFC90.7%
 
INTC90.7%
 
AMGN90.7%
 
Other values (527)120592.1%
 

Length

Max length9
Median length3
Mean length3.555810398
Min length1

Issuer
Categorical

HIGH CARDINALITY

Distinct count620
Unique (%)47.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
The Walt Disney Co.
 
11
JPMorgan Chase & Co
 
10
Wells Fargo & Co
 
10
Exxon Mobil Corporation
 
10
Bank of America Corporation
 
9
Other values (615)
1258
ValueCountFrequency (%) 
The Walt Disney Co.110.8%
 
JPMorgan Chase & Co100.8%
 
Wells Fargo & Co100.8%
 
Exxon Mobil Corporation100.8%
 
Bank of America Corporation90.7%
 
Amgen Inc90.7%
 
Intel Corp90.7%
 
T-Mobile USA Inc80.6%
 
PepsiCo Inc80.6%
 
Chevron Corporation70.5%
 
Other values (610)121793.0%
 

Length

Max length60
Median length21
Mean length21.77599388
Min length5

Moody’s Rating
Categorical

Distinct count14
Unique (%)1.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Baa2
213
Baa1
199
A2
188
A3
171
Baa3
169
Other values (9)
368
ValueCountFrequency (%) 
Baa221316.3%
 
Baa119915.2%
 
A218814.4%
 
A317113.1%
 
Baa316912.9%
 
A11249.5%
 
NR896.8%
 
Aa3574.4%
 
Ba1322.4%
 
Aa2292.2%
 
Other values (4)372.8%
 

Length

Max length4
Median length3
Mean length3.006880734
Min length2

Moody's Outlook
Categorical

Distinct count7
Unique (%)0.5%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Stable
697
-
390
Negative
164
Positive
 
38
Negative Watch
 
13
Other values (2)
 
6
ValueCountFrequency (%) 
Stable69753.3%
 
-39029.8%
 
Negative16412.5%
 
Positive382.9%
 
Negative Watch131.0%
 
Developing40.3%
 
Positive Watch20.2%
 

Length

Max length14
Median length6
Mean length4.922018349
Min length1

S&P Rating
Categorical

HIGH CORRELATION

Distinct count15
Unique (%)1.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
BBB
220
A-
212
BBB+
193
A
188
BBB-
175
Other values (10)
320
ValueCountFrequency (%) 
BBB22016.8%
 
A-21216.2%
 
BBB+19314.8%
 
A18814.4%
 
BBB-17513.4%
 
A+1098.3%
 
AA-796.0%
 
NR634.8%
 
AA+221.7%
 
BB+171.3%
 
Other values (5)302.3%
 

Length

Max length4
Median length3
Mean length2.682721713
Min length1

S&P Outlook
Categorical

Distinct count5
Unique (%)0.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Stable
682
-
378
Negative
210
Negative Watch
 
19
Positive
 
19
ValueCountFrequency (%) 
Stable68252.1%
 
-37828.9%
 
Negative21016.1%
 
Negative Watch191.5%
 
Positive191.5%
 

Length

Max length14
Median length6
Mean length5.021406728
Min length1

Fitch Rating
Categorical

Distinct count15
Unique (%)1.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
NR
583
BBB
136
BBB-
125
A
 
111
BBB+
 
106
Other values (10)
247
ValueCountFrequency (%) 
NR58344.6%
 
BBB13610.4%
 
BBB-1259.6%
 
A1118.5%
 
BBB+1068.1%
 
A+856.5%
 
A-856.5%
 
AA-393.0%
 
BB100.8%
 
BB+80.6%
 
Other values (5)201.5%
 

Length

Max length4
Median length2
Mean length2.416666667
Min length1

Fitch Outlook
Categorical

Distinct count5
Unique (%)0.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
750
Stable
409
Negative
 
131
Positive
 
15
Negative Watch
 
3
ValueCountFrequency (%) 
-75057.3%
 
Stable40931.3%
 
Negative13110.0%
 
Positive151.1%
 
Negative Watch30.2%
 

Length

Max length14
Median length1
Mean length3.374617737
Min length1

Moody's/S&P/Fitch Rating
Categorical

HIGH CARDINALITY

Distinct count191
Unique (%)14.6%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Baa2 / BBB / NR
 
65
A2 / A / NR
 
51
Baa3 / BBB- / BBB-
 
49
A3 / A- / NR
 
45
Baa1 / BBB+ / NR
 
42
Other values (186)
1056
ValueCountFrequency (%) 
Baa2 / BBB / NR655.0%
 
A2 / A / NR513.9%
 
Baa3 / BBB- / BBB-493.7%
 
A3 / A- / NR453.4%
 
Baa1 / BBB+ / NR423.2%
 
A1 / A+ / NR403.1%
 
A2 / A / A393.0%
 
NR / NR / NR393.0%
 
Baa1 / A- / NR312.4%
 
Baa1 / BBB+ / BBB+282.1%
 
Other values (181)87967.2%
 

Length

Max length18
Median length14
Mean length14.10626911
Min length10

No. of B's
Categorical

Distinct count5
Unique (%)0.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
679
6
467
3
 
107
5
 
33
4
 
22
ValueCountFrequency (%) 
-67951.9%
 
646735.7%
 
31078.2%
 
5332.5%
 
4221.7%
 

Length

Max length1
Median length1
Mean length1
Min length1

Rank
Categorical

Distinct count8
Unique (%)0.6%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Sr
1142
Secured
 
51
FMB
 
35
Preferred
 
30
Sub
 
22
Other values (3)
 
28
ValueCountFrequency (%) 
Sr114287.3%
 
Secured513.9%
 
FMB352.7%
 
Preferred302.3%
 
Sub221.7%
 
Jr Sub151.1%
 
FA Backed110.8%
 
Sr Sub20.2%
 

Length

Max length9
Median length2
Mean length2.509938838
Min length2

Bail-in
Categorical

Distinct count4
Unique (%)0.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
1145
-
 
150
Yes
 
12
No
 
1
ValueCountFrequency (%) 
114587.5%
 
-15011.5%
 
Yes120.9%
 
No10.1%
 

Length

Max length3
Median length1
Mean length1.01911315
Min length1

Asset Class
Categorical

HIGH CORRELATION

Distinct count5
Unique (%)0.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1272
Senior
 
32
Tier 2
 
2
Covered
 
1
AT1
 
1
ValueCountFrequency (%) 
-127297.2%
 
Senior322.4%
 
Tier 220.2%
 
Covered10.1%
 
AT110.1%
 

Length

Max length8
Median length2
Mean length2.136085627
Min length2

Total Deal Size (USD)
Categorical

HIGH CARDINALITY

Distinct count108
Unique (%)8.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
1000
 
110
500
 
95
2000
 
94
1500
 
88
4000
 
70
Other values (103)
851
ValueCountFrequency (%) 
10001108.4%
 
500957.3%
 
2000947.2%
 
1500886.7%
 
4000705.4%
 
3000493.7%
 
750473.6%
 
5000473.6%
 
1250443.4%
 
2500372.8%
 
Other values (98)62747.9%
 

Length

Max length7
Median length4
Mean length3.735474006
Min length1

Deal Size (Lcl Ccy)
Categorical

HIGH CORRELATION

Distinct count31
Unique (%)2.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1169
1000
 
17
1500
 
15
500
 
15
8000
 
11
Other values (26)
 
81
ValueCountFrequency (%) 
-116989.4%
 
1000171.3%
 
1500151.1%
 
500151.1%
 
8000110.8%
 
750100.8%
 
4000100.8%
 
60080.6%
 
892560.5%
 
1250050.4%
 
Other values (21)423.2%
 

Length

Max length5
Median length2
Mean length2.177370031
Min length2

Tranche Size (USD)
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count83
Unique (%)6.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
500
229
1000
179
750
160
1250
 
94
1500
 
74
Other values (78)
572
ValueCountFrequency (%) 
50022917.5%
 
100017913.7%
 
75016012.2%
 
1250947.2%
 
1500745.7%
 
600624.7%
 
400524.0%
 
300443.4%
 
2000393.0%
 
650272.1%
 
Other values (73)34826.6%
 

Length

Max length7
Median length3
Mean length3.413608563
Min length1

Tenor
Categorical

HIGH CARDINALITY

Distinct count70
Unique (%)5.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
10
387
5
209
30
178
3
98
7
 
74
Other values (65)
362
ValueCountFrequency (%) 
1038729.6%
 
520916.0%
 
3017813.6%
 
3987.5%
 
7745.7%
 
-655.0%
 
20393.0%
 
2241.8%
 
11241.8%
 
40221.7%
 
Other values (60)18814.4%
 

Length

Max length4
Median length2
Mean length1.743119266
Min length1

No of Tranches
Real number (ℝ≥0)

Distinct count7
Unique (%)0.5%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean2.386085626911315
Minimum1
Maximum7
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum1
5-th percentile1
Q11
median2
Q33
95-th percentile6
Maximum7
Range6
Interquartile range (IQR)2

Descriptive statistics

Standard deviation1.526112112
Coefficient of variation (CV)0.6395881584
Kurtosis0.6610809151
Mean2.386085627
Median Absolute Deviation (MAD)1
Skewness1.138309046
Sum3121
Variance2.329018178
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
148937.4%
 
233925.9%
 
320415.6%
 
413610.4%
 
5705.4%
 
6423.2%
 
7282.1%
 
ValueCountFrequency (%) 
148937.4%
 
233925.9%
 
320415.6%
 
413610.4%
 
5705.4%
 
ValueCountFrequency (%) 
7282.1%
 
6423.2%
 
5705.4%
 
413610.4%
 
320415.6%
 

Structure
Categorical

HIGH CORRELATION

Distinct count15
Unique (%)1.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
NCL
1110
Callable
 
70
NC5
 
56
NC10
 
22
-
 
19
Other values (10)
 
31
ValueCountFrequency (%) 
NCL111084.9%
 
Callable705.4%
 
NC5564.3%
 
NC10221.7%
 
-191.5%
 
NC280.6%
 
NC370.5%
 
NC3050.4%
 
NC2040.3%
 
NC720.2%
 
Other values (5)50.4%
 

Length

Max length8
Median length3
Mean length3.266055046
Min length1

Coupon Type
Categorical

Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Fixed
1197
Fixed to FRN
 
63
Floating
 
48
ValueCountFrequency (%) 
Fixed119791.5%
 
Fixed to FRN634.8%
 
Floating483.7%
 

Length

Max length12
Median length5
Mean length5.447247706
Min length5

Coupon Rate (Fixed %; FRN if Float)
Categorical

HIGH CARDINALITY

Distinct count251
Unique (%)19.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
 
117
3.25
 
34
3.5
 
28
2.25
 
25
2.75
 
25
Other values (246)
1079
ValueCountFrequency (%) 
-1178.9%
 
3.25342.6%
 
3.5282.1%
 
2.25251.9%
 
2.75251.9%
 
3241.8%
 
3.75221.7%
 
2.8201.5%
 
2.7191.5%
 
4181.4%
 
Other values (241)97674.6%
 

Length

Max length6
Median length4
Mean length3.45412844
Min length1

Call Date
Categorical

Distinct count45
Unique (%)3.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1245
02/15/2030
 
7
03/15/2030
 
5
03/01/2030
 
4
05/01/2025
 
2
Other values (40)
 
45
ValueCountFrequency (%) 
-124595.2%
 
02/15/203070.5%
 
03/15/203050.4%
 
03/01/203040.3%
 
05/01/202520.2%
 
11/15/204920.2%
 
10/15/203020.2%
 
09/15/202520.2%
 
06/15/202520.2%
 
03/01/202320.2%
 
Other values (35)352.7%
 

Length

Max length10
Median length1
Mean length1.433486239
Min length1

Maturity
Categorical

HIGH CARDINALITY

Distinct count560
Unique (%)42.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
 
50
05/15/2030
 
36
06/01/2030
 
31
04/15/2030
 
25
06/15/2030
 
25
Other values (555)
1141
ValueCountFrequency (%) 
-503.8%
 
05/15/2030362.8%
 
06/01/2030312.4%
 
04/15/2030251.9%
 
06/15/2030251.9%
 
05/01/2030231.8%
 
04/01/2030201.5%
 
05/15/2050191.5%
 
04/15/2050181.4%
 
01/15/2031151.1%
 
Other values (550)104680.0%
 

Length

Max length10
Median length10
Mean length9.655963303
Min length1

Benchmark
Categorical

HIGH CARDINALITY
HIGH CORRELATION
MISSING

Distinct count87
Unique (%)7.0%
Missing67
Missing (%)5.1%
Memory size10.2 KiB
2.375% 30yr UST due 11/15/49
186
1.5% 10yr UST due 02/15/30
169
1.5% 30yr UST due 02/15/30
 
94
0.625% 10yr UST due 05/15/30
 
79
1.75% 10yr UST due 11/15/29
 
68
Other values (82)
645
ValueCountFrequency (%) 
2.375% 30yr UST due 11/15/4918614.2%
 
1.5% 10yr UST due 02/15/3016912.9%
 
1.5% 30yr UST due 02/15/30947.2%
 
0.625% 10yr UST due 05/15/30796.0%
 
1.75% 10yr UST due 11/15/29685.2%
 
0.5% 5yr UST due 03/31/25665.0%
 
0.25% 5yr UST due 05/31/25433.3%
 
0.375% 5yr UST due 04/30/25433.3%
 
3-month Libor413.1%
 
2% 30yr UST due 02/15/50403.1%
 
Other values (77)41231.5%
 
(Missing)675.1%
 

Length

Max length30
Median length26
Mean length24.37385321
Min length1

Spread
Categorical

HIGH CARDINALITY

Distinct count251
Unique (%)19.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
225
 
31
170
 
26
200
 
24
145
 
23
250
 
23
Other values (246)
1181
ValueCountFrequency (%) 
225312.4%
 
170262.0%
 
200241.8%
 
145231.8%
 
250231.8%
 
125231.8%
 
130231.8%
 
190221.7%
 
195221.7%
 
300211.6%
 
Other values (241)107081.8%
 

Length

Max length6
Median length3
Mean length2.99235474
Min length1
Distinct count1
Unique (%)0.5%
Missing1123
Missing (%)85.9%
Memory size10.2 KiB
0
 
185
(Missing)
1123
ValueCountFrequency (%) 
018514.1%
 
(Missing)112385.9%
 

Free r
Categorical

HIGH CARDINALITY

Distinct count148
Unique (%)11.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
369
-2
115
-1
112
-3
 
80
-4
 
74
Other values (143)
558
ValueCountFrequency (%) 
-36928.2%
 
-21158.8%
 
-11128.6%
 
-3806.1%
 
-4745.7%
 
-5574.4%
 
-6413.1%
 
-8332.5%
 
1302.3%
 
-7262.0%
 
Other values (138)37128.4%
 

Length

Max length6
Median length2
Mean length2.035168196
Min length1
Distinct count4
Unique (%)0.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1254
3 month LIBOR
 
37
SOFR
 
15
LIBOR
 
2
ValueCountFrequency (%) 
-125495.9%
 
3 month LIBOR372.8%
 
SOFR151.1%
 
LIBOR20.2%
 

Length

Max length13
Median length1
Mean length1.379969419
Min length1
Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1306
312.5
 
1
424
 
1
ValueCountFrequency (%) 
-130699.8%
 
312.510.1%
 
42410.1%
 

Length

Max length5
Median length1
Mean length1.004587156
Min length1

IPT Spread
Real number (ℝ≥0)

ZEROS

Distinct count171
Unique (%)13.1%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean223.0269877675841
Minimum0.0
Maximum1250.0
Zeros147
Zeros (%)11.2%
Memory size10.2 KiB

Quantile statistics

Minimum0
5-th percentile0
Q1120
median205
Q3310
95-th percentile500
Maximum1250
Range1250
Interquartile range (IQR)190

Descriptive statistics

Standard deviation151.8446315
Coefficient of variation (CV)0.6808352346
Kurtosis2.985769682
Mean223.0269878
Median Absolute Deviation (MAD)95
Skewness1.00549423
Sum291719.3
Variance23056.79213
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
014711.2%
 
300372.8%
 
250362.8%
 
200282.1%
 
275282.1%
 
350272.1%
 
150262.0%
 
225251.9%
 
180241.8%
 
175231.8%
 
Other values (161)90769.3%
 
ValueCountFrequency (%) 
014711.2%
 
2010.1%
 
3030.2%
 
4030.2%
 
5070.5%
 
ValueCountFrequency (%) 
125010.1%
 
120010.1%
 
806.2510.1%
 
737.510.1%
 
72510.1%
 

Guidance
Real number (ℝ≥0)

ZEROS

Distinct count147
Unique (%)11.2%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean113.04950305810398
Minimum0.0
Maximum712.5
Zeros563
Zeros (%)43.0%
Memory size10.2 KiB

Quantile statistics

Minimum0
5-th percentile0
Q10
median73.75
Q3180
95-th percentile387.5
Maximum712.5
Range712.5
Interquartile range (IQR)180

Descriptive statistics

Standard deviation138.886056
Coefficient of variation (CV)1.228541941
Kurtosis2.199912106
Mean113.0495031
Median Absolute Deviation (MAD)73.75
Skewness1.469280845
Sum147868.75
Variance19289.33654
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
056343.0%
 
145231.8%
 
135211.6%
 
200191.5%
 
175181.4%
 
90171.3%
 
150171.3%
 
155171.3%
 
110161.2%
 
70151.1%
 
Other values (137)58244.5%
 
ValueCountFrequency (%) 
056343.0%
 
12.510.1%
 
1810.1%
 
2010.1%
 
2530.2%
 
ValueCountFrequency (%) 
712.520.2%
 
70020.2%
 
687.510.1%
 
662.510.1%
 
637.510.1%
 

Area
Real number (ℝ≥0)

ZEROS

Distinct count8
Unique (%)0.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1.5607798165137614
Minimum0.0
Maximum68.0
Zeros917
Zeros (%)70.1%
Memory size10.2 KiB

Quantile statistics

Minimum0
5-th percentile0
Q10
median0
Q32.5
95-th percentile5
Maximum68
Range68
Interquartile range (IQR)2.5

Descriptive statistics

Standard deviation3.337140927
Coefficient of variation (CV)2.138124091
Kurtosis121.6894271
Mean1.560779817
Median Absolute Deviation (MAD)0
Skewness7.304166525
Sum2041.5
Variance11.13650957
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
091770.1%
 
523217.7%
 
2574.4%
 
3443.4%
 
12.5413.1%
 
2.5141.1%
 
1020.2%
 
6810.1%
 
ValueCountFrequency (%) 
091770.1%
 
2574.4%
 
2.5141.1%
 
3443.4%
 
523217.7%
 
ValueCountFrequency (%) 
6810.1%
 
12.5413.1%
 
1020.2%
 
523217.7%
 
3443.4%
 

M/S Equivalent
Categorical

CONSTANT
REJECTED

Distinct count1
Unique (%)0.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1308
ValueCountFrequency (%) 
-1308100.0%
 

Length

Max length1
Median length1
Mean length1
Min length1
Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1306
48
 
1
40
 
1
ValueCountFrequency (%) 
-130699.8%
 
4810.1%
 
4010.1%
 

Length

Max length2
Median length1
Mean length1.001529052
Min length1

MS
Categorical

MISSING

Distinct count3
Unique (%)1.8%
Missing1143
Missing (%)87.4%
Memory size10.2 KiB
0
163
40
 
1
30
 
1
ValueCountFrequency (%) 
016312.5%
 
4010.1%
 
3010.1%
 
(Missing)114387.4%
 

Length

Max length4
Median length3
Mean length3.001529052
Min length3

New Issue Premium
Categorical

HIGH CARDINALITY
HIGH CORRELATION
MISSING

Distinct count94
Unique (%)8.4%
Missing194
Missing (%)14.8%
Memory size10.2 KiB
0
179
5
 
98
-5
 
90
10
 
60
-10
 
53
Other values (89)
634
ValueCountFrequency (%) 
017913.7%
 
5987.5%
 
-5906.9%
 
10604.6%
 
-10534.1%
 
15524.0%
 
20413.1%
 
25362.8%
 
-15312.4%
 
35292.2%
 
Other values (84)44534.0%
 
(Missing)19414.8%
 

Length

Max length5
Median length2
Mean length2.032874618
Min length1

Movement from IPTS
Real number (ℝ)

ZEROS

Distinct count205
Unique (%)15.7%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean-0.09566513761467968
Minimum-854.0
Maximum245.7
Zeros63
Zeros (%)4.8%
Memory size10.2 KiB

Quantile statistics

Minimum-854
5-th percentile-254.1
Q115
median25
Q340
95-th percentile65
Maximum245.7
Range1099.7
Interquartile range (IQR)25

Descriptive statistics

Standard deviation123.9064504
Coefficient of variation (CV)-1295.210078
Kurtosis16.08642931
Mean-0.09566513761
Median Absolute Deviation (MAD)12.5
Skewness-3.969214312
Sum-125.13
Variance15352.80845
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
251108.4%
 
30997.6%
 
20917.0%
 
15836.3%
 
40796.0%
 
35745.7%
 
50735.6%
 
0634.8%
 
45433.3%
 
37.5342.6%
 
Other values (195)55942.7%
 
ValueCountFrequency (%) 
-85410.1%
 
-712.510.1%
 
-687.510.1%
 
-67530.2%
 
-66310.1%
 
ValueCountFrequency (%) 
245.710.1%
 
21510.1%
 
196.210.1%
 
185.820.2%
 
15010.1%
 

Orderbook Size (mm)
Categorical

HIGH CORRELATION

Distinct count18
Unique (%)1.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1282
5500
 
3
5050
 
2
12200
 
2
4600
 
2
Other values (13)
 
17
ValueCountFrequency (%) 
-128298.0%
 
550030.2%
 
505020.2%
 
1220020.2%
 
460020.2%
 
330020.2%
 
2400020.2%
 
1200020.2%
 
200020.2%
 
315010.1%
 
Other values (8)80.6%
 

Length

Max length5
Median length1
Mean length1.063455657
Min length1

Over Subscription
Categorical

HIGH CARDINALITY
MISSING

Distinct count373
Unique (%)31.0%
Missing106
Missing (%)8.1%
Memory size10.2 KiB
3
 
35
2
 
34
-
 
20
2.4
 
20
4
 
18
Other values (368)
1075
ValueCountFrequency (%) 
3352.7%
 
2342.6%
 
-201.5%
 
2.4201.5%
 
4181.4%
 
6181.4%
 
1.7181.4%
 
1.8161.2%
 
3.8151.1%
 
1.5151.1%
 
Other values (363)99375.9%
 
(Missing)1068.1%
 

Length

Max length5
Median length3
Mean length3.155963303
Min length1

Yield
Real number (ℝ≥0)

SKEWED
ZEROS

Distinct count992
Unique (%)75.8%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean6.964480886850153
Minimum0.0
Maximum2522.0
Zeros65
Zeros (%)5.0%
Memory size10.2 KiB

Quantile statistics

Minimum0
5-th percentile0.48655
Q12.23375
median3.0675
Q33.866
95-th percentile5.75
Maximum2522
Range2522
Interquartile range (IQR)1.63225

Descriptive statistics

Standard deviation92.94233903
Coefficient of variation (CV)13.34519263
Kurtosis655.7688866
Mean6.964480887
Median Absolute Deviation (MAD)0.8195
Skewness25.52291639
Sum9109.541
Variance8638.278385
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0655.0%
 
780.6%
 
4.7560.5%
 
5.7560.5%
 
5.2550.4%
 
2.26840.3%
 
6.7540.3%
 
3.37740.3%
 
4.62540.3%
 
3.140.3%
 
Other values (982)119891.6%
 
ValueCountFrequency (%) 
0655.0%
 
0.44710.1%
 
0.5610.1%
 
0.65810.1%
 
0.72710.1%
 
ValueCountFrequency (%) 
252210.1%
 
221910.1%
 
20910.1%
 
10010.1%
 
12.31410.1%
 

Price
Categorical

HIGH CARDINALITY

Distinct count591
Unique (%)45.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
100
287
25
 
14
99.794
 
7
99.787
 
7
99.933
 
6
Other values (586)
987
ValueCountFrequency (%) 
10028721.9%
 
25141.1%
 
99.79470.5%
 
99.78770.5%
 
99.93360.5%
 
99.96560.5%
 
99.95760.5%
 
-60.5%
 
99.81460.5%
 
99.89760.5%
 
Other values (581)95773.2%
 

Length

Max length7
Median length6
Mean length5.206422018
Min length1

League Table Eligible
Categorical

HIGH CORRELATION

Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Yes
1288
-
 
14
 
6
ValueCountFrequency (%) 
Yes128898.5%
 
-141.1%
 
60.5%
 

Length

Max length3
Median length3
Mean length2.96941896
Min length1

Issuer Type
Categorical

HIGH CORRELATION

Distinct count4
Unique (%)0.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
CORP
935
FIG
364
SOV
 
8
-
 
1
ValueCountFrequency (%) 
CORP93571.5%
 
FIG36427.8%
 
SOV80.6%
 
-10.1%
 

Length

Max length4
Median length4
Mean length3.713302752
Min length1

Product Type
Categorical

CONSTANT
REJECTED

Distinct count1
Unique (%)0.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Investment Grade
1308
ValueCountFrequency (%) 
Investment Grade1308100.0%
 

Length

Max length16
Median length16
Mean length16
Min length16

BofA ML Role
Categorical

Distinct count6
Unique (%)0.5%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Active
733
No Role
425
Passive
 
66
Co-Manager
 
60
Sole Books
 
19
ValueCountFrequency (%) 
Active73356.0%
 
No Role42532.5%
 
Passive665.0%
 
Co-Manager604.6%
 
Sole Books191.5%
 
Jt. Lead50.4%
 

Length

Max length10
Median length6
Mean length6.624617737
Min length6

# of Bookrunners
Categorical

Distinct count22
Unique (%)1.7%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
5
234
4
234
3
187
6
162
8
98
Other values (17)
393
ValueCountFrequency (%) 
523417.9%
 
423417.9%
 
318714.3%
 
616212.4%
 
8987.5%
 
1937.1%
 
7735.6%
 
2483.7%
 
9372.8%
 
11332.5%
 
Other values (12)1098.3%
 

Length

Max length2
Median length1
Mean length1.107798165
Min length1

# of Active
Categorical

Distinct count15
Unique (%)1.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
4
375
3
353
5
208
2
103
1
97
Other values (10)
172
ValueCountFrequency (%) 
437528.7%
 
335327.0%
 
520815.9%
 
21037.9%
 
1977.4%
 
6705.4%
 
-453.4%
 
7231.8%
 
8131.0%
 
990.7%
 
Other values (5)120.9%
 

Length

Max length2
Median length1
Mean length1.009174312
Min length1

# of Passive
Categorical

Distinct count18
Unique (%)1.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
794
2
 
116
3
 
104
4
 
74
1
 
55
Other values (13)
165
ValueCountFrequency (%) 
-79460.7%
 
21168.9%
 
31048.0%
 
4745.7%
 
1554.2%
 
5483.7%
 
6362.8%
 
7181.4%
 
8171.3%
 
14120.9%
 
Other values (8)342.6%
 

Length

Max length2
Median length1
Mean length1.032110092
Min length1

Listing
Categorical

HIGH CORRELATION

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1307
LSE (London Stock Exchange)
 
1
ValueCountFrequency (%) 
-130799.9%
 
LSE (London Stock Exchange)10.1%
 

Length

Max length27
Median length1
Mean length1.019877676
Min length1

CoC
Categorical

Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
No
949
Yes
353
 
6
ValueCountFrequency (%) 
No94972.6%
 
Yes35327.0%
 
60.5%
 

Length

Max length3
Median length2
Mean length2.26529052
Min length1

Coupon Steps
Categorical

Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
No
1257
Yes
 
45
 
6
ValueCountFrequency (%) 
No125796.1%
 
Yes453.4%
 
60.5%
 

Length

Max length3
Median length2
Mean length2.029816514
Min length1

Par Call
Categorical

Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Yes
929
No
373
 
6
ValueCountFrequency (%) 
Yes92971.0%
 
No37328.5%
 
60.5%
 

Length

Max length3
Median length3
Mean length2.705657492
Min length1

Make Whole
Boolean

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Yes
876
No
432
ValueCountFrequency (%) 
Yes87667.0%
 
No43233.0%
 

Marketing
Boolean

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
No
1239
Yes
 
69
ValueCountFrequency (%) 
No123994.7%
 
Yes695.3%
 
Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
No
1287
Yes
 
15
 
6
ValueCountFrequency (%) 
No128798.4%
 
Yes151.1%
 
60.5%
 

Length

Max length3
Median length2
Mean length2.006880734
Min length1

UOP 1
Categorical

Distinct count16
Unique (%)1.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
GCP
731
Refi - Bond
176
Refi - Bank
 
143
Refi-General
 
88
Refi-CP
 
59
Other values (11)
 
111
ValueCountFrequency (%) 
GCP73155.9%
 
Refi - Bond17613.5%
 
Refi - Bank14310.9%
 
Refi-General886.7%
 
Refi-CP594.5%
 
Green262.0%
 
Refi - Tender251.9%
 
Capital Expenditures191.5%
 
-171.3%
 
Acquisition100.8%
 
Other values (6)141.1%
 

Length

Max length20
Median length3
Mean length6.352446483
Min length1

UOP 2
Categorical

Distinct count14
Unique (%)1.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
674
GCP
297
Refi-General
 
98
Refi-CP
 
75
Refi - Bank
 
64
Other values (9)
 
100
ValueCountFrequency (%) 
-67451.5%
 
GCP29722.7%
 
Refi-General987.5%
 
Refi-CP755.7%
 
Refi - Bank644.9%
 
Refi - Bond483.7%
 
Capital Expenditures211.6%
 
Share Repurchase110.8%
 
CAP70.5%
 
Dividend40.3%
 
Other values (4)90.7%
 

Length

Max length21
Median length1
Mean length4.00764526
Min length1

Denom
Categorical

Distinct count15
Unique (%)1.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
2000
869
1000
 
171
200000
 
146
250000
 
39
25
 
24
Other values (10)
 
59
ValueCountFrequency (%) 
200086966.4%
 
100017113.1%
 
20000014611.2%
 
250000393.0%
 
25241.8%
 
150000231.8%
 
-191.5%
 
10000060.5%
 
20030.2%
 
1000020.2%
 
Other values (5)60.5%
 

Length

Max length7
Median length4
Mean length4.248470948
Min length1

Phy. Bks
Unsupported

MISSING
REJECTED
UNSUPPORTED

Missing1308
Missing (%)100.0%
Memory size10.3 KiB

Self Led
Boolean

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
No
1220
Yes
 
88
ValueCountFrequency (%) 
No122093.3%
 
Yes886.7%
 

Bk1
Categorical

Distinct count42
Unique (%)3.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
BofA
657
Citi
141
Barc
134
JPM
 
79
GS
 
55
Other values (37)
242
ValueCountFrequency (%) 
BofA65750.2%
 
Citi14110.8%
 
Barc13410.2%
 
JPM796.0%
 
GS554.2%
 
BNP433.3%
 
CS322.4%
 
MS312.4%
 
WFS272.1%
 
DB171.3%
 
Other values (32)927.0%
 

Length

Max length56
Median length4
Mean length3.98470948
Min length1

Bk2
Categorical

Distinct count49
Unique (%)3.7%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Citi
325
JPM
199
GS
126
-
 
94
Barc
 
93
Other values (44)
471
ValueCountFrequency (%) 
Citi32524.8%
 
JPM19915.2%
 
GS1269.6%
 
-947.2%
 
Barc937.1%
 
DB685.2%
 
BofA564.3%
 
MS493.7%
 
CS453.4%
 
BNP393.0%
 
Other values (39)21416.4%
 

Length

Max length56
Median length3
Mean length3.69648318
Min length1

Bk3
Categorical

HIGH CARDINALITY

Distinct count58
Unique (%)4.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
JPM
255
-
142
GS
 
114
MS
 
102
Citi
 
95
Other values (53)
600
ValueCountFrequency (%) 
JPM25519.5%
 
-14210.9%
 
GS1148.7%
 
MS1027.8%
 
Citi957.3%
 
WFS927.0%
 
Mizuho493.7%
 
DB463.5%
 
HSBC393.0%
 
RBC393.0%
 
Other values (48)33525.6%
 

Length

Max length56
Median length3
Mean length3.785168196
Min length1

Bk4
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count69
Unique (%)5.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
329
JPM
140
MS
 
103
WFS
 
94
RBC
 
54
Other values (64)
588
ValueCountFrequency (%) 
-32925.2%
 
JPM14010.7%
 
MS1037.9%
 
WFS947.2%
 
RBC544.1%
 
GS503.8%
 
Citi423.2%
 
Mizuho423.2%
 
BNP393.0%
 
US Bancorp372.8%
 
Other values (59)37828.9%
 

Length

Max length56
Median length3
Mean length3.830275229
Min length1

Bk5
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count62
Unique (%)4.7%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
563
WFS
 
75
MS
 
63
HSBC
 
53
Citi
 
42
Other values (57)
512
ValueCountFrequency (%) 
-56343.0%
 
WFS755.7%
 
MS634.8%
 
HSBC534.1%
 
Citi423.2%
 
Barc372.8%
 
Mizuho312.4%
 
BNP312.4%
 
GS272.1%
 
TD272.1%
 
Other values (52)35927.4%
 

Length

Max length56
Median length2
Mean length3.293577982
Min length1

Bk6
Categorical

HIGH CARDINALITY

Distinct count57
Unique (%)4.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
797
DB
 
49
WFS
 
42
JPM
 
40
Mizuho
 
31
Other values (52)
349
ValueCountFrequency (%) 
-79760.9%
 
DB493.7%
 
WFS423.2%
 
JPM403.1%
 
Mizuho312.4%
 
MS302.3%
 
BNP272.1%
 
GS241.8%
 
CS221.7%
 
US Bancorp211.6%
 
Other values (47)22517.2%
 

Length

Max length44
Median length1
Mean length2.665902141
Min length1

Bk7
Categorical

Distinct count48
Unique (%)3.7%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
959
GS
 
33
MS
 
28
Mizuho
 
22
DB
 
20
Other values (43)
246
ValueCountFrequency (%) 
-95973.3%
 
GS332.5%
 
MS282.1%
 
Mizuho221.7%
 
DB201.5%
 
HSBC201.5%
 
US Bancorp191.5%
 
WFS181.4%
 
BNP151.1%
 
SMBC131.0%
 
Other values (38)16112.3%
 

Length

Max length56
Median length1
Mean length2.203363914
Min length1

Bk8
Categorical

Distinct count38
Unique (%)2.9%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1032
Mizuho
 
37
SMBC
 
29
US Bancorp
 
17
GS
 
15
Other values (33)
 
178
ValueCountFrequency (%) 
-103278.9%
 
Mizuho372.8%
 
SMBC292.2%
 
US Bancorp171.3%
 
GS151.1%
 
MS141.1%
 
RBC141.1%
 
WFS131.0%
 
HSBC131.0%
 
MUFG120.9%
 
Other values (28)1128.6%
 

Length

Max length56
Median length1
Mean length2.135321101
Min length1

Bk9
Categorical

Distinct count37
Unique (%)2.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1130
MS
 
14
Mizuho
 
14
MUFJ
 
13
WFS
 
12
Other values (32)
 
125
ValueCountFrequency (%) 
-113086.4%
 
MS141.1%
 
Mizuho141.1%
 
MUFJ131.0%
 
WFS120.9%
 
RBC100.8%
 
HSBC100.8%
 
SMBC90.7%
 
MUFG70.5%
 
Citi70.5%
 
Other values (27)826.3%
 

Length

Max length44
Median length1
Mean length1.606269113
Min length1

Bk10
Categorical

Distinct count32
Unique (%)2.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1167
RBC
 
15
Mizuho
 
10
JPM
 
10
US Bancorp
 
9
Other values (27)
 
97
ValueCountFrequency (%) 
-116789.2%
 
RBC151.1%
 
Mizuho100.8%
 
JPM100.8%
 
US Bancorp90.7%
 
WFS90.7%
 
MS80.6%
 
Santander70.5%
 
MUFJ70.5%
 
MUFG60.5%
 
Other values (22)604.6%
 

Length

Max length32
Median length1
Mean length1.525993884
Min length1

B&D Agent
Categorical

Distinct count36
Unique (%)2.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
258
BofA
243
JPM
181
Citi
148
GS
87
Other values (31)
391
ValueCountFrequency (%) 
-25819.7%
 
BofA24318.6%
 
JPM18113.8%
 
Citi14811.3%
 
GS876.7%
 
WFS775.9%
 
MS705.4%
 
Barc513.9%
 
RBC302.3%
 
CS282.1%
 
Other values (26)13510.3%
 

Length

Max length32
Median length3
Mean length3.054281346
Min length1

Distribution
Categorical

Distinct count9
Unique (%)0.7%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Public Offering
962
144a/Reg S
263
144a/Reg S w. Reg Right
 
27
CD
 
17
3(a)(2)
 
17
Other values (4)
 
22
ValueCountFrequency (%) 
Public Offering96273.5%
 
144a/Reg S26320.1%
 
144a/Reg S w. Reg Right272.1%
 
CD171.3%
 
3(a)(2)171.3%
 
-131.0%
 
144A for Life40.3%
 
Other40.3%
 
144A w/Reg Rights10.1%
 

Length

Max length23
Median length15
Mean length13.71253823
Min length1

Add-On
Categorical

Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
1017
-
245
Yes
 
46
ValueCountFrequency (%) 
101777.8%
 
-24518.7%
 
Yes463.5%
 

Length

Max length3
Median length1
Mean length1.070336391
Min length1

Tapped Bond
Categorical

Distinct count21
Unique (%)1.6%
Missing1
Missing (%)0.1%
Memory size10.2 KiB
-
1286
US344419AC03
 
2
US89236TGT60
 
1
US842400GN73
 
1
US031162CT53
 
1
Other values (16)
 
16
ValueCountFrequency (%) 
-128698.3%
 
US344419AC0320.2%
 
US89236TGT6010.1%
 
US842400GN7310.1%
 
US031162CT5310.1%
 
US031162CS7010.1%
 
US21987BBA5210.1%
 
US437076BY7710.1%
 
US26442CAZ7710.1%
 
US20030NDH1710.1%
 
Other values (11)110.8%
 

Length

Max length12
Median length1
Mean length1.178134557
Min length1

Industry
Categorical

HIGH CORRELATION

Distinct count12
Unique (%)0.9%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Financial Institutions
368
Energy & Power
246
Industrials
222
Consumer & Retail
159
Technology
109
Other values (7)
204
ValueCountFrequency (%) 
Financial Institutions36828.1%
 
Energy & Power24618.8%
 
Industrials22217.0%
 
Consumer & Retail15912.2%
 
Technology1098.3%
 
Media & Telecom775.9%
 
Healthcare665.0%
 
Real Estate393.0%
 
Business Services90.7%
 
Government80.6%
 
Other values (2)50.4%
 

Length

Max length22
Median length14
Mean length15.50229358
Min length1

Sub industry
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count81
Unique (%)6.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Utilities
 
133
Finance
 
118
Depository
 
112
Insurance
 
72
Food & Beverage
 
68
Other values (76)
805
ValueCountFrequency (%) 
Utilities13310.2%
 
Finance1189.0%
 
Depository1128.6%
 
Insurance725.5%
 
Food & Beverage685.2%
 
Automotive433.3%
 
Majors/Integrateds352.7%
 
Semiconductors342.6%
 
Retail322.4%
 
Broker/Dealers/Exchanges302.3%
 
Other values (71)63148.2%
 

Length

Max length46
Median length10
Mean length12.67889908
Min length1

CUSIP
Categorical

HIGH CARDINALITY
UNIFORM

Distinct count1280
Unique (%)97.9%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
 
5
344419AC0
 
3
95000U2M4
 
2
907818FK9
 
2
20030NDH1
 
2
Other values (1275)
1294
ValueCountFrequency (%) 
-50.4%
 
344419AC030.2%
 
95000U2M420.2%
 
907818FK920.2%
 
20030NDH120.2%
 
36166NAB920.2%
 
369604BY820.2%
 
031162CS720.2%
 
89236TGT620.2%
 
031162CR920.2%
 
Other values (1270)128498.2%
 

Length

Max length9
Median length9
Mean length8.967125382
Min length1

ISIN
Categorical

HIGH CARDINALITY
UNIFORM

Distinct count1258
Unique (%)96.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
 
28
US344419AC03
 
3
US609207AT22
 
2
US907818FK90
 
2
US10922NAG88
 
2
Other values (1253)
1271
ValueCountFrequency (%) 
-282.1%
 
US344419AC0330.2%
 
US609207AT2220.2%
 
US907818FK9020.2%
 
US10922NAG8820.2%
 
US031162CS7020.2%
 
US278642AV5820.2%
 
US20030NDH1720.2%
 
US89236TGT6020.2%
 
US031162CR9720.2%
 
Other values (1248)126196.4%
 

Length

Max length12
Median length12
Mean length11.76376147
Min length1

Week Start
Categorical

HIGH CORRELATION

Distinct count24
Unique (%)1.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
05/04/2020
 
103
03/30/2020
 
102
03/23/2020
 
101
01/06/2020
 
89
05/11/2020
 
80
Other values (19)
833
ValueCountFrequency (%) 
05/04/20201037.9%
 
03/30/20201027.8%
 
03/23/20201017.7%
 
01/06/2020896.8%
 
05/11/2020806.1%
 
04/27/2020796.0%
 
06/01/2020634.8%
 
03/16/2020564.3%
 
06/15/2020564.3%
 
05/18/2020554.2%
 
Other values (14)52440.1%
 

Length

Max length10
Median length10
Mean length10
Min length10

Quarter
Categorical

HIGH CORRELATION

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
2
736
1
572
ValueCountFrequency (%) 
273656.3%
 
157243.7%
 

Length

Max length1
Median length1
Mean length1
Min length1

Deal
Boolean

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
1
786
0
522
ValueCountFrequency (%) 
178660.1%
 
052239.9%
 

Country
Categorical

HIGH CORRELATION

Distinct count39
Unique (%)3.0%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
United States of America
1044
Canada
 
38
United Kingdom
 
28
Japan
 
15
Netherlands
 
15
Other values (34)
 
168
ValueCountFrequency (%) 
United States of America104479.8%
 
Canada382.9%
 
United Kingdom282.1%
 
Japan151.1%
 
Netherlands151.1%
 
France151.1%
 
Australia141.1%
 
Chile120.9%
 
Indonesia100.8%
 
Norway100.8%
 
Other values (29)1078.2%
 

Length

Max length24
Median length24
Mean length20.80963303
Min length4

Sub-Region
Categorical

HIGH CORRELATION

Distinct count10
Unique (%)0.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
US
1044
W. Europe
 
98
Asia- ex Japan (EM)
 
39
Canada
 
38
Lat AM (EM)
 
33
Other values (5)
 
56
ValueCountFrequency (%) 
US104479.8%
 
W. Europe987.5%
 
Asia- ex Japan (EM)393.0%
 
Canada382.9%
 
Lat AM (EM)332.5%
 
Australia - NZ171.3%
 
Japan151.1%
 
Other131.0%
 
Middle-East(EM)90.7%
 
E. Europe and Russia(EM)20.2%
 

Length

Max length24
Median length2
Mean length3.717889908
Min length2

Region
Categorical

HIGH CORRELATION

Distinct count7
Unique (%)0.5%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
US
1044
Europe
 
98
Asia
 
56
Canada
 
38
Latin America
 
33
Other values (2)
 
39
ValueCountFrequency (%) 
US104479.8%
 
Europe987.5%
 
Asia564.3%
 
Canada382.9%
 
Latin America332.5%
 
Other262.0%
 
Caribbean131.0%
 

Length

Max length13
Median length2
Mean length2.908256881
Min length2

No-Grow
Categorical

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
1265
Yes
 
43
ValueCountFrequency (%) 
126596.7%
 
Yes433.3%
 

Length

Max length3
Median length1
Mean length1.065749235
Min length1

Tranche Size (Local)
Categorical

HIGH CARDINALITY
HIGH CORRELATION

Distinct count83
Unique (%)6.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
500
229
1000
179
750
160
1250
 
94
1500
 
74
Other values (78)
572
ValueCountFrequency (%) 
50022917.5%
 
100017913.7%
 
75016012.2%
 
1250947.2%
 
1500745.7%
 
600624.7%
 
400524.0%
 
300443.4%
 
2000393.0%
 
650272.1%
 
Other values (73)34826.6%
 

Length

Max length7
Median length3
Mean length3.413608563
Min length1

Tranche Currency
Categorical

CONSTANT
REJECTED

Distinct count1
Unique (%)0.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
USD
1308
ValueCountFrequency (%) 
USD1308100.0%
 

Length

Max length3
Median length3
Mean length3
Min length3

FX Rate per USD
Boolean

CONSTANT
REJECTED

Distinct count1
Unique (%)0.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
1
1308
ValueCountFrequency (%) 
11308100.0%
 

Call Structure
Categorical

HIGH CORRELATION

Distinct count15
Unique (%)1.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
NCL
1110
Callable
 
70
NC5
 
56
NC10
 
22
-
 
19
Other values (10)
 
31
ValueCountFrequency (%) 
NCL111084.9%
 
Callable705.4%
 
NC5564.3%
 
NC10221.7%
 
-191.5%
 
NC280.6%
 
NC370.5%
 
NC3050.4%
 
NC2040.3%
 
NC720.2%
 
Other values (5)50.4%
 

Length

Max length8
Median length3
Mean length3.266055046
Min length1
Distinct count10
Unique (%)0.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1299
NC5
 
1
11nc10
 
1
Any time within 90 days of a Tax Event at 100% Any time within 90 days of a Rating Event at 102%
 
1
11NC10 Fixed-to-Floating at T+95
 
1
Other values (5)
 
5
ValueCountFrequency (%) 
-129999.3%
 
NC510.1%
 
11nc1010.1%
 
Any time within 90 days of a Tax Event at 100% Any time within 90 days of a Rating Event at 102%10.1%
 
11NC10 Fixed-to-Floating at T+9510.1%
 
Perp NC510.1%
 
11NC610.1%
 
6NC5 Fixed-to-Floating at T+6510.1%
 
3NC210.1%
 
30NC2910.1%
 

Length

Max length96
Median length1
Mean length1.138379205
Min length1

Par Call Period
Categorical

Distinct count9
Unique (%)0.7%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
391
3
388
6
254
1
202
2
 
61
Other values (4)
 
12
ValueCountFrequency (%) 
-39129.9%
 
338829.7%
 
625419.4%
 
120215.4%
 
2614.7%
 
1290.7%
 
1410.1%
 
1310.1%
 
410.1%
 

Length

Max length2
Median length1
Mean length1.008409786
Min length1

Up/Downsized
Categorical

Distinct count23
Unique (%)1.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1226
100
 
27
200
 
10
50
 
10
250
 
7
Other values (18)
 
28
ValueCountFrequency (%) 
-122693.7%
 
100272.1%
 
200100.8%
 
50100.8%
 
25070.5%
 
15060.5%
 
7540.3%
 
35030.2%
 
291.5210.1%
 
12510.1%
 
Other values (13)131.0%
 

Length

Max length6
Median length1
Mean length1.113149847
Min length1
Distinct count3
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1284
 
17
Yes
 
7
ValueCountFrequency (%) 
-128498.2%
 
171.3%
 
Yes70.5%
 

Length

Max length3
Median length1
Mean length1.010703364
Min length1

Price Execution
Categorical

CONSTANT
REJECTED

Distinct count1
Unique (%)0.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1308
ValueCountFrequency (%) 
-1308100.0%
 

Length

Max length1
Median length1
Mean length1
Min length1

Tranche Comments
Categorical

Distinct count4
Unique (%)0.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1305
Covid-19 Response Social Bond
 
1
. UOP: purchase one or more funding agreements
 
1
Gross Spread calculated from FWP : ((500*0.99517)-494.335)/500*100=0.65%
 
1
ValueCountFrequency (%) 
-130599.8%
 
Covid-19 Response Social Bond10.1%
 
. UOP: purchase one or more funding agreements10.1%
 
Gross Spread calculated from FWP : ((500*0.99517)-494.335)/500*100=0.65%10.1%
 

Length

Max length72
Median length1
Mean length1.110091743
Min length1

Coupon Rate Comments
Categorical

CONSTANT
REJECTED

Distinct count1
Unique (%)0.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1308
ValueCountFrequency (%) 
-1308100.0%
 

Length

Max length1
Median length1
Mean length1
Min length1

General Comments (deal level)
Categorical

CONSTANT
REJECTED

Distinct count1
Unique (%)0.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1308
ValueCountFrequency (%) 
-1308100.0%
 

Length

Max length1
Median length1
Mean length1
Min length1

Bond Ticker.1
Categorical

HIGH CARDINALITY

Distinct count537
Unique (%)41.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
UTX
 
14
JPM
 
11
DIS
 
11
XOM
 
10
GE
 
10
Other values (532)
1252
ValueCountFrequency (%) 
UTX141.1%
 
JPM110.8%
 
DIS110.8%
 
XOM100.8%
 
GE100.8%
 
WFC100.8%
 
KO100.8%
 
TFC90.7%
 
INTC90.7%
 
AMGN90.7%
 
Other values (527)120592.1%
 

Length

Max length9
Median length3
Mean length3.555810398
Min length1

Desk
Categorical

Distinct count6
Unique (%)0.5%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
AMRS
1202
EMEA
 
40
ASIA
 
25
AMRS,EMEA
 
24
AMRS,ASIA
 
9
ValueCountFrequency (%) 
AMRS120291.9%
 
EMEA403.1%
 
ASIA251.9%
 
AMRS,EMEA241.8%
 
AMRS,ASIA90.7%
 
-80.6%
 

Length

Max length9
Median length4
Mean length4.107798165
Min length1

Gross Spread
Categorical

HIGH CARDINALITY
MISSING

Distinct count64
Unique (%)6.7%
Missing352
Missing (%)26.9%
Memory size10.2 KiB
0.65
173
0.875
152
0.45
107
0.35
76
0.6
75
Other values (59)
373
ValueCountFrequency (%) 
0.6517313.2%
 
0.87515211.6%
 
0.451078.2%
 
0.35765.8%
 
0.6755.7%
 
0.4584.4%
 
0.75362.8%
 
0.25352.7%
 
1272.1%
 
0.2231.8%
 
Other values (54)19414.8%
 
(Missing)35226.9%
 

Length

Max length5
Median length4
Mean length3.642966361
Min length1

Total Fees
Categorical

HIGH CARDINALITY

Distinct count211
Unique (%)16.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
371
3.25
 
45
4.375
 
41
3
 
37
4.5
 
31
Other values (206)
783
ValueCountFrequency (%) 
-37128.4%
 
3.25453.4%
 
4.375413.1%
 
3372.8%
 
4.5312.4%
 
3.9282.1%
 
5.625251.9%
 
4.875241.8%
 
6.563221.7%
 
3.5211.6%
 
Other values (201)66350.7%
 

Length

Max length6
Median length3
Mean length2.990061162
Min length1
Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
No
1235
Yes
 
73
ValueCountFrequency (%) 
No123594.4%
 
Yes735.6%
 

Jt Ld 1
Categorical

Distinct count9
Unique (%)0.7%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1287
BofA
 
4
Barc
 
3
Banca IMI
 
3
MUFJ
 
3
Other values (4)
 
8
ValueCountFrequency (%) 
-128798.4%
 
BofA40.3%
 
Barc30.2%
 
Banca IMI30.2%
 
MUFJ30.2%
 
GS30.2%
 
BOC International Holdings Limited.20.2%
 
SMBC20.2%
 
Mizuho10.1%
 

Length

Max length35
Median length1
Mean length1.103975535
Min length1

Jt Ld 2
Categorical

HIGH CORRELATION

Distinct count11
Unique (%)0.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1290
BBVA
 
5
MS
 
2
Bank of Communications Co., Ltd. Hong Kong Branch
 
2
UBS
 
2
Other values (6)
 
7
ValueCountFrequency (%) 
-129098.6%
 
BBVA50.4%
 
MS20.2%
 
Bank of Communications Co., Ltd. Hong Kong Branch20.2%
 
UBS20.2%
 
SMBC20.2%
 
TD10.1%
 
Regions10.1%
 
BNY Mellon Capital Markets, LLC10.1%
 
JPM10.1%
 

Length

Max length49
Median length1
Mean length1.125382263
Min length1

Jt Ld 3
Categorical

HIGH CORRELATION

Distinct count10
Unique (%)0.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1292
BNP
 
5
HSBC
 
2
TD
 
2
ICBC
 
2
Other values (5)
 
5
ValueCountFrequency (%) 
-129298.8%
 
BNP50.4%
 
HSBC20.2%
 
TD20.2%
 
ICBC20.2%
 
BMO10.1%
 
BofA10.1%
 
Citi10.1%
 
MUFG10.1%
 
SMBC10.1%
 

Length

Max length4
Median length1
Mean length1.029051988
Min length1

Jt Ld 4
Categorical

HIGH CORRELATION

Distinct count7
Unique (%)0.5%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1298
Commerz
 
3
BofA
 
2
US Bancorp
 
2
DB
 
1
Other values (2)
 
2
ValueCountFrequency (%) 
-129899.2%
 
Commerz30.2%
 
BofA20.2%
 
US Bancorp20.2%
 
DB10.1%
 
STRH10.1%
 
GS10.1%
 

Length

Max length10
Median length1
Mean length1.035932722
Min length1

Jt Ld 5
Categorical

HIGH CORRELATION

Distinct count6
Unique (%)0.5%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
1300
Credit Agricole Corporate and Investment Bank (New York)
 
3
Lloyds
 
2
HSBC
 
1
US Bancorp
 
1
ValueCountFrequency (%) 
-130099.4%
 
Credit Agricole Corporate and Investment Bank (New York)30.2%
 
Lloyds20.2%
 
HSBC10.1%
 
US Bancorp10.1%
 
TD Securities10.1%
 

Length

Max length56
Median length1
Mean length1.152140673
Min length1

Co1
Categorical

HIGH CARDINALITY

Distinct count87
Unique (%)6.7%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
451
BNP
 
91
Barc
 
75
Academy
 
50
HSBC
 
35
Other values (82)
606
ValueCountFrequency (%) 
-45134.5%
 
BNP917.0%
 
Barc755.7%
 
Academy503.8%
 
HSBC352.7%
 
BBVA322.4%
 
Citi312.4%
 
Banca IMI302.3%
 
BMO302.3%
 
BofA292.2%
 
Other values (77)45434.7%
 

Length

Max length56
Median length3
Mean length4.321865443
Min length1

Co 2
Categorical

HIGH CARDINALITY

Distinct count93
Unique (%)7.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
491
DB
 
42
CS
 
39
Citi
 
39
BNP
 
30
Other values (88)
667
ValueCountFrequency (%) 
-49137.5%
 
DB423.2%
 
CS393.0%
 
Citi393.0%
 
BNP302.3%
 
GS292.2%
 
Commerz292.2%
 
PNC272.1%
 
US Bancorp272.1%
 
Mizuho272.1%
 
Other values (83)52840.4%
 

Length

Max length56
Median length3
Mean length4.661314985
Min length1

Co 3
Categorical

HIGH CARDINALITY

Distinct count90
Unique (%)6.9%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
559
HSBC
 
48
US Bancorp
 
32
Siebert
 
28
GS
 
25
Other values (85)
616
ValueCountFrequency (%) 
-55942.7%
 
HSBC483.7%
 
US Bancorp322.4%
 
Siebert282.1%
 
GS251.9%
 
Scotia251.9%
 
BNP221.7%
 
Academy221.7%
 
DB221.7%
 
MUFJ201.5%
 
Other values (80)50538.6%
 

Length

Max length56
Median length3
Mean length4.312691131
Min length1

Co 4
Categorical

HIGH CARDINALITY

Distinct count95
Unique (%)7.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
638
PNC
 
31
US Bancorp
 
29
Loop
 
26
HSBC
 
26
Other values (90)
558
ValueCountFrequency (%) 
-63848.8%
 
PNC312.4%
 
US Bancorp292.2%
 
Loop262.0%
 
HSBC262.0%
 
Mizuho251.9%
 
SG251.9%
 
CS221.7%
 
WFS211.6%
 
TD Securities211.6%
 
Other values (85)44433.9%
 

Length

Max length56
Median length2
Mean length4.247706422
Min length1

Co 5
Categorical

HIGH CARDINALITY

Distinct count84
Unique (%)6.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
-
707
Santander
 
33
US Bancorp
 
30
Mizuho
 
27
PNC
 
25
Other values (79)
486
ValueCountFrequency (%) 
-70754.1%
 
Santander332.5%
 
US Bancorp302.3%
 
Mizuho272.1%
 
PNC251.9%
 
Loop211.6%
 
WFS211.6%
 
BBVA191.5%
 
Std Chrtrd171.3%
 
MUFG171.3%
 
Other values (74)39129.9%
 

Length

Max length56
Median length1
Mean length3.735474006
Min length1

IsYield
Boolean

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
N
1245
Y
 
63
ValueCountFrequency (%) 
N124595.2%
 
Y634.8%
 

IsDM
Boolean

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
N
1260
Y
 
48
ValueCountFrequency (%) 
N126096.3%
 
Y483.7%
 

IsSpread
Boolean

Distinct count2
Unique (%)0.2%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
Y
1166
N
 
142
ValueCountFrequency (%) 
Y116689.1%
 
N14210.9%
 

IssueBenchmark
Categorical

HIGH CORRELATION

Distinct count50
Unique (%)3.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
912828Z9 Govt
273
912810SK Govt
191
#N/A Field Not Applicable
126
912828ZQ Govt
 
94
912828YS Govt
 
72
Other values (45)
552
ValueCountFrequency (%) 
912828Z9 Govt27320.9%
 
912810SK Govt19114.6%
 
#N/A Field Not Applicable1269.6%
 
912828ZQ Govt947.2%
 
912828YS Govt725.5%
 
912828ZF Govt655.0%
 
912810SL Govt443.4%
 
912828ZL Govt433.3%
 
912828ZT Govt423.2%
 
912828ZC Govt403.1%
 
Other values (40)31824.3%
 

Length

Max length25
Median length13
Mean length14.21712538
Min length13

Price0
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1045
Unique (%)87.2%
Missing110
Missing (%)8.4%
Memory size10.2 KiB
100
 
11
#N/A Invalid Security
 
10
#VALUE!
 
5
101.288
 
4
100.319
 
3
Other values (1040)
1165
ValueCountFrequency (%) 
100110.8%
 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
101.28840.3%
 
100.31930.2%
 
100.0830.2%
 
100.10630.2%
 
100.22430.2%
 
99.94530.2%
 
100.60930.2%
 
Other values (1035)115087.9%
 
(Missing)1108.4%
 

Length

Max length21
Median length7
Mean length6.294342508
Min length2

Yield0
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1019
Unique (%)85.2%
Missing112
Missing (%)8.6%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
2.105
 
3
2.706
 
3
2.258
 
3
Other values (1014)
1172
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
2.10530.2%
 
2.70630.2%
 
2.25830.2%
 
3.25430.2%
 
2.72330.2%
 
2.97930.2%
 
3.13330.2%
 
2.00530.2%
 
Other values (1009)115788.5%
 
(Missing)1128.6%
 

Length

Max length21
Median length5
Mean length4.856269113
Min length1

Spread0
Categorical

HIGH CARDINALITY
MISSING

Distinct count1159
Unique (%)90.8%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
104
#VALUE!
 
13
131.1723
 
2
235.0535
 
2
453.002
 
1
Other values (1154)
1154
ValueCountFrequency (%) 
#N/A Invalid Override1048.0%
 
#VALUE!131.0%
 
131.172320.2%
 
235.053520.2%
 
453.00210.1%
 
154.40210.1%
 
81.975410.1%
 
153.869610.1%
 
109.179710.1%
 
189.091310.1%
 
Other values (1149)114987.8%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length8.597094801
Min length2

Performance0
Categorical

HIGH CARDINALITY

Distinct count1148
Unique (%)87.8%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
153
0
 
3
-3.9845
 
2
-53.2023
 
2
-11.3
 
2
Other values (1143)
1146
ValueCountFrequency (%) 
#VALUE!15311.7%
 
030.2%
 
-3.984520.2%
 
-53.202320.2%
 
-11.320.2%
 
-12.473920.2%
 
-14.929820.2%
 
-0.120.2%
 
-13.339610.1%
 
3.553710.1%
 
Other values (1138)113887.0%
 

Length

Max length12
Median length7
Mean length7.145259939
Min length1

Price1
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1088
Unique (%)87.7%
Missing67
Missing (%)5.1%
Memory size10.2 KiB
#N/A Invalid Security
 
10
100
 
6
#VALUE!
 
5
101.25
 
4
100.301
 
3
Other values (1083)
1213
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
10060.5%
 
#VALUE!50.4%
 
101.2540.3%
 
100.30130.2%
 
99.95530.2%
 
100.1330.2%
 
100.47930.2%
 
100.22530.2%
 
101.73230.2%
 
Other values (1078)119891.6%
 
(Missing)675.1%
 

Length

Max length21
Median length7
Mean length6.444189602
Min length2

Yield1
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1042
Unique (%)84.1%
Missing69
Missing (%)5.3%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
2.01
 
4
3.174
 
4
3.257
 
4
Other values (1037)
1212
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
2.0140.3%
 
3.17440.3%
 
3.25740.3%
 
3.31740.3%
 
2.70630.2%
 
3.230.2%
 
1.94730.2%
 
1.97330.2%
 
Other values (1032)119691.4%
 
(Missing)695.3%
 

Length

Max length21
Median length5
Mean length4.912844037
Min length1

Spread1
Categorical

HIGH CARDINALITY
MISSING

Distinct count1199
Unique (%)94.0%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
61
#VALUE!
 
13
573.8
 
2
225.4088
 
2
220.1878
 
2
Other values (1194)
1196
ValueCountFrequency (%) 
#N/A Invalid Override614.7%
 
#VALUE!131.0%
 
573.820.2%
 
225.408820.2%
 
220.187820.2%
 
188.864820.2%
 
225.789520.2%
 
7.22499875810.1%
 
44.6119948810.1%
 
265.12310.1%
 
Other values (1189)118990.9%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length8.191896024
Min length2

Performance1
Categorical

HIGH CARDINALITY

Distinct count1196
Unique (%)91.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
110
-59.2105
 
2
11.3
 
2
0
 
2
0.0316
 
1
Other values (1191)
1191
ValueCountFrequency (%) 
#VALUE!1108.4%
 
-59.210520.2%
 
11.320.2%
 
020.2%
 
0.031610.1%
 
-45.546510.1%
 
53.410.1%
 
-14.796310.1%
 
-5.914110.1%
 
-5.706610.1%
 
Other values (1186)118690.7%
 

Length

Max length12
Median length7
Mean length7.241590214
Min length1

Price2
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1124
Unique (%)89.4%
Missing51
Missing (%)3.9%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
100.25
 
4
99.955
 
4
100.873
 
4
Other values (1119)
1230
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
100.2540.3%
 
99.95540.3%
 
100.87340.3%
 
10040.3%
 
10330.2%
 
99.93230.2%
 
99.95230.2%
 
100.22530.2%
 
Other values (1114)121492.8%
 
(Missing)513.9%
 

Length

Max length21
Median length7
Mean length6.483944954
Min length2

Yield2
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1060
Unique (%)84.5%
Missing53
Missing (%)4.1%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
2.875
 
4
3.236
 
4
2.01
 
3
Other values (1055)
1229
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
2.87540.3%
 
3.23640.3%
 
2.0130.2%
 
3.48130.2%
 
3.74730.2%
 
3.34130.2%
 
3.05230.2%
 
2.70630.2%
 
Other values (1050)121492.8%
 
(Missing)534.1%
 

Length

Max length21
Median length5
Mean length4.920489297
Min length3

Spread2
Categorical

HIGH CARDINALITY
MISSING

Distinct count1217
Unique (%)95.4%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
45
#VALUE!
 
13
230.0381
 
2
46
 
2
161.5878
 
2
Other values (1212)
1212
ValueCountFrequency (%) 
#N/A Invalid Override453.4%
 
#VALUE!131.0%
 
230.038120.2%
 
4620.2%
 
161.587820.2%
 
138.919310.1%
 
107.979510.1%
 
143.692910.1%
 
419.998810.1%
 
574.127810.1%
 
Other values (1207)120792.3%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length8.010703364
Min length2

Performance2
Categorical

HIGH CARDINALITY

Distinct count1212
Unique (%)92.7%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
94
-47.3
 
2
-28.4122
 
2
-12.7
 
2
-127.6087
 
1
Other values (1207)
1207
ValueCountFrequency (%) 
#VALUE!947.2%
 
-47.320.2%
 
-28.412220.2%
 
-12.720.2%
 
-127.608710.1%
 
-27.381510.1%
 
-0.025310.1%
 
-27.184510.1%
 
1.152910.1%
 
-26.042510.1%
 
Other values (1202)120291.9%
 

Length

Max length12
Median length7
Mean length7.251529052
Min length1

Price3
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1137
Unique (%)89.3%
Missing35
Missing (%)2.7%
Memory size10.2 KiB
#N/A Invalid Security
 
10
100
 
5
#VALUE!
 
5
99.952
 
4
102.125
 
4
Other values (1132)
1245
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
10050.4%
 
#VALUE!50.4%
 
99.95240.3%
 
102.12540.3%
 
100.33730.2%
 
100.1530.2%
 
101.86830.2%
 
100.21230.2%
 
100.00830.2%
 
Other values (1127)123094.0%
 
(Missing)352.7%
 

Length

Max length21
Median length7
Mean length6.548165138
Min length2

Yield3
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1045
Unique (%)82.2%
Missing37
Missing (%)2.8%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
3.723
 
5
3.143
 
4
2.755
 
4
Other values (1040)
1243
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
3.72350.4%
 
3.14340.3%
 
2.75540.3%
 
3.08630.2%
 
2.99630.2%
 
1.96530.2%
 
2.52630.2%
 
4.8230.2%
 
Other values (1035)122893.9%
 
(Missing)372.8%
 

Length

Max length21
Median length5
Mean length4.962538226
Min length1

Spread3
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1234
Unique (%)96.7%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
33
#VALUE!
 
9
482
 
2
239.4788
 
2
118.2765
 
1
Other values (1229)
1229
ValueCountFrequency (%) 
#N/A Invalid Override332.5%
 
#VALUE!90.7%
 
48220.2%
 
239.478820.2%
 
118.276510.1%
 
515.710.1%
 
148.581910.1%
 
99.839210.1%
 
88.745910.1%
 
225.326910.1%
 
Other values (1224)122493.6%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length7.879204893
Min length3

Performance3
Categorical

HIGH CARDINALITY

Distinct count1224
Unique (%)93.6%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
78
0
 
2
-4.6739
 
2
-6.6696
 
2
28.6847
 
2
Other values (1219)
1222
ValueCountFrequency (%) 
#VALUE!786.0%
 
020.2%
 
-4.673920.2%
 
-6.669620.2%
 
28.684720.2%
 
-57.061920.2%
 
2.974520.2%
 
-23.631820.2%
 
-1.189810.1%
 
-1710.1%
 
Other values (1214)121492.8%
 

Length

Max length12
Median length7
Mean length7.319571865
Min length1

Price4
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1159
Unique (%)90.8%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Security
 
10
100
 
5
#VALUE!
 
5
104.25
 
3
100.141
 
3
Other values (1154)
1250
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
10050.4%
 
#VALUE!50.4%
 
104.2530.2%
 
100.14130.2%
 
99.89930.2%
 
100.05330.2%
 
101.13330.2%
 
100.0230.2%
 
100.36220.2%
 
Other values (1149)123694.5%
 
(Missing)322.4%
 

Length

Max length21
Median length7
Mean length6.562691131
Min length2

Yield4
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1073
Unique (%)84.2%
Missing34
Missing (%)2.6%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
3.264
 
5
2.97
 
4
1.804
 
4
Other values (1068)
1246
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
3.26450.4%
 
2.9740.3%
 
1.80440.3%
 
2.52440.3%
 
3.19340.3%
 
2.26730.2%
 
2.09830.2%
 
3.29430.2%
 
Other values (1063)122994.0%
 
(Missing)342.6%
 

Length

Max length21
Median length5
Mean length4.982415902
Min length1

Spread4
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1238
Unique (%)97.0%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
30
#VALUE!
 
9
244.9575
 
2
249.6229
 
1
162.1311
 
1
Other values (1233)
1233
ValueCountFrequency (%) 
#N/A Invalid Override302.3%
 
#VALUE!90.7%
 
244.957520.2%
 
249.622910.1%
 
162.131110.1%
 
226.660410.1%
 
135.472310.1%
 
37.554210.1%
 
256.576810.1%
 
82.586910.1%
 
Other values (1228)122893.9%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length7.857033639
Min length2

Performance4
Categorical

HIGH CARDINALITY

Distinct count1231
Unique (%)94.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
75
-6.7859
 
2
22.3985
 
2
-36.2792
 
2
-16.6461
 
1
Other values (1226)
1226
ValueCountFrequency (%) 
#VALUE!755.7%
 
-6.785920.2%
 
22.398520.2%
 
-36.279220.2%
 
-16.646110.1%
 
-29.79410.1%
 
-2.71310.1%
 
-219.496310.1%
 
-32.104810.1%
 
0.710.1%
 
Other values (1221)122193.3%
 

Length

Max length12
Median length7
Mean length7.349388379
Min length1

Price5
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1163
Unique (%)91.0%
Missing30
Missing (%)2.3%
Memory size10.2 KiB
#N/A Invalid Security
 
10
100
 
5
#VALUE!
 
5
101.627
 
3
100.059
 
3
Other values (1158)
1252
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
10050.4%
 
#VALUE!50.4%
 
101.62730.2%
 
100.05930.2%
 
100.07430.2%
 
100.25530.2%
 
99.87530.2%
 
100.38530.2%
 
100.16230.2%
 
Other values (1153)123794.6%
 
(Missing)302.3%
 

Length

Max length21
Median length7
Mean length6.583333333
Min length2

Yield5
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1058
Unique (%)82.9%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
3.294
 
4
2.546
 
3
3.293
 
3
Other values (1053)
1251
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
3.29440.3%
 
2.54630.2%
 
3.29330.2%
 
3.08230.2%
 
2.68630.2%
 
1.94730.2%
 
2.03930.2%
 
230.2%
 
Other values (1048)123694.5%
 
(Missing)322.4%
 

Length

Max length21
Median length5
Mean length4.957186544
Min length1

Spread5
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1237
Unique (%)96.9%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
28
#VALUE!
 
9
412.8
 
2
231.2952
 
2
173.6381
 
2
Other values (1232)
1233
ValueCountFrequency (%) 
#N/A Invalid Override282.1%
 
#VALUE!90.7%
 
412.820.2%
 
231.295220.2%
 
173.638120.2%
 
151.458620.2%
 
32.708210.1%
 
351.248610.1%
 
277.726110.1%
 
281.472410.1%
 
Other values (1227)122793.8%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length7.813455657
Min length2

Performance5
Categorical

HIGH CARDINALITY

Distinct count1234
Unique (%)94.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
73
5.472
 
2
-38.9
 
2
1.2075
 
1
-100.0119
 
1
Other values (1229)
1229
ValueCountFrequency (%) 
#VALUE!735.6%
 
5.47220.2%
 
-38.920.2%
 
1.207510.1%
 
-100.011910.1%
 
-14.251110.1%
 
2.37210.1%
 
-34.909210.1%
 
-0.408710.1%
 
-22.856510.1%
 
Other values (1224)122493.6%
 

Length

Max length12
Median length7
Mean length7.371559633
Min length1

Price6
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1186
Unique (%)92.7%
Missing29
Missing (%)2.2%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
100.074
 
4
101.126
 
3
100
 
3
Other values (1181)
1254
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
100.07440.3%
 
101.12630.2%
 
10030.2%
 
99.97230.2%
 
101.13330.2%
 
100.2730.2%
 
100.12530.2%
 
100.11730.2%
 
Other values (1176)123994.7%
 
(Missing)292.2%
 

Length

Max length21
Median length7
Mean length6.603975535
Min length2

Yield6
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1077
Unique (%)84.3%
Missing31
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Security
 
10
2.924
 
5
#VALUE!
 
5
2.941
 
5
2.574
 
4
Other values (1072)
1248
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
2.92450.4%
 
#VALUE!50.4%
 
2.94150.4%
 
2.57440.3%
 
2.3340.3%
 
2.04640.3%
 
3.3140.3%
 
2.61530.2%
 
2.08530.2%
 
Other values (1067)123094.0%
 
(Missing)312.4%
 

Length

Max length21
Median length5
Mean length4.967889908
Min length1

Spread6
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1238
Unique (%)97.0%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
27
#VALUE!
 
9
43
 
2
279.388
 
2
219.8088
 
2
Other values (1233)
1234
ValueCountFrequency (%) 
#N/A Invalid Override272.1%
 
#VALUE!90.7%
 
4320.2%
 
279.38820.2%
 
219.808820.2%
 
205.653520.2%
 
351.792510.1%
 
234.772310.1%
 
88.070810.1%
 
100.240110.1%
 
Other values (1228)122893.9%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length7.80351682
Min length2

Performance6
Categorical

HIGH CARDINALITY

Distinct count1231
Unique (%)94.1%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
72
-5
 
2
-5.569
 
2
-10.5801
 
2
-22.179
 
2
Other values (1226)
1228
ValueCountFrequency (%) 
#VALUE!725.5%
 
-520.2%
 
-5.56920.2%
 
-10.580120.2%
 
-22.17920.2%
 
-6.790220.2%
 
-2.620.2%
 
-4.297710.1%
 
-44.814810.1%
 
-105.939910.1%
 
Other values (1221)122193.3%
 

Length

Max length12
Median length8
Mean length7.409021407
Min length1

Price7
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1185
Unique (%)92.6%
Missing28
Missing (%)2.1%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
99.972
 
4
100.303
 
3
100.383
 
3
Other values (1180)
1255
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
99.97240.3%
 
100.30330.2%
 
100.38330.2%
 
100.19630.2%
 
101.83130.2%
 
10030.2%
 
100.50920.2%
 
101.13320.2%
 
Other values (1175)124295.0%
 
(Missing)282.1%
 

Length

Max length21
Median length7
Mean length6.627675841
Min length2

Yield7
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1079
Unique (%)84.4%
Missing30
Missing (%)2.3%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
1.835
 
4
2.937
 
4
3.003
 
4
Other values (1074)
1251
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
1.83540.3%
 
2.93740.3%
 
3.00340.3%
 
1.87240.3%
 
3.34340.3%
 
2.49840.3%
 
1.98540.3%
 
1.70130.2%
 
Other values (1069)123294.2%
 
(Missing)302.3%
 

Length

Max length21
Median length5
Mean length4.976299694
Min length1

Spread7
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1241
Unique (%)97.3%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
26
#VALUE!
 
9
216.5905
 
2
279.3952
 
2
193.3787
 
1
Other values (1236)
1236
ValueCountFrequency (%) 
#N/A Invalid Override262.0%
 
#VALUE!90.7%
 
216.590520.2%
 
279.395220.2%
 
193.378710.1%
 
308.568210.1%
 
260.590210.1%
 
330.695210.1%
 
114.675510.1%
 
24.7369984610.1%
 
Other values (1231)123194.1%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length7.79587156
Min length2

Performance7
Categorical

HIGH CARDINALITY

Distinct count1235
Unique (%)94.4%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
71
15.2729
 
2
-53.9164
 
2
-55.9
 
2
88.6348
 
1
Other values (1230)
1230
ValueCountFrequency (%) 
#VALUE!715.4%
 
15.272920.2%
 
-53.916420.2%
 
-55.920.2%
 
88.634810.1%
 
11.895610.1%
 
-43.392410.1%
 
-1.703610.1%
 
-76.108910.1%
 
8.296410.1%
 
Other values (1225)122593.7%
 

Length

Max length12
Median length8
Mean length7.448012232
Min length1

Price8
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1177
Unique (%)91.8%
Missing26
Missing (%)2.0%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
99.936
 
3
99.972
 
3
100.832
 
3
Other values (1172)
1258
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
99.93630.2%
 
99.97230.2%
 
100.83230.2%
 
100.07430.2%
 
100.3530.2%
 
10430.2%
 
100.24130.2%
 
100.29820.2%
 
Other values (1167)124495.1%
 
(Missing)262.0%
 

Length

Max length21
Median length7
Mean length6.640672783
Min length2

Yield8
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1074
Unique (%)83.9%
Missing28
Missing (%)2.1%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
2.888
 
5
2.574
 
4
1.8
 
4
Other values (1069)
1252
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
2.88850.4%
 
2.57440.3%
 
1.840.3%
 
2.9530.2%
 
2.96630.2%
 
2.14530.2%
 
3.36730.2%
 
3.67430.2%
 
Other values (1064)123794.6%
 
(Missing)282.1%
 

Length

Max length21
Median length5
Mean length4.95795107
Min length1

Spread8
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1241
Unique (%)97.3%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
24
#VALUE!
 
9
526.9
 
2
166.8851
 
2
171.9776
 
2
Other values (1236)
1237
ValueCountFrequency (%) 
#N/A Invalid Override241.8%
 
#VALUE!90.7%
 
526.920.2%
 
166.885120.2%
 
171.977620.2%
 
130.793620.2%
 
289.257310.1%
 
425.310.1%
 
189.665510.1%
 
107.088210.1%
 
Other values (1231)123194.1%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length7.78440367
Min length2

Performance8
Categorical

HIGH CARDINALITY

Distinct count1236
Unique (%)94.5%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
69
3.172
 
2
-39.317
 
2
-52.5897
 
2
6.6
 
2
Other values (1231)
1231
ValueCountFrequency (%) 
#VALUE!695.3%
 
3.17220.2%
 
-39.31720.2%
 
-52.589720.2%
 
6.620.2%
 
4.892510.1%
 
-169.863710.1%
 
-4.206410.1%
 
-12.107510.1%
 
-73.110.1%
 
Other values (1226)122693.7%
 

Length

Max length12
Median length8
Mean length7.480122324
Min length1

Price9
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1188
Unique (%)92.6%
Missing25
Missing (%)1.9%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
102.5
 
4
100.516
 
3
103.25
 
3
Other values (1183)
1258
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
102.540.3%
 
100.51630.2%
 
103.2530.2%
 
103.9830.2%
 
100.38330.2%
 
10030.2%
 
101.44120.2%
 
100.10920.2%
 
Other values (1178)124595.2%
 
(Missing)251.9%
 

Length

Max length21
Median length7
Mean length6.639908257
Min length2

Yield9
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1074
Unique (%)83.8%
Missing27
Missing (%)2.1%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
2.202
 
3
2.211
 
3
2.601
 
3
Other values (1069)
1257
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
2.20230.2%
 
2.21130.2%
 
2.60130.2%
 
1.86730.2%
 
3.57730.2%
 
2.88330.2%
 
2.89930.2%
 
2.68730.2%
 
Other values (1064)124295.0%
 
(Missing)272.1%
 

Length

Max length21
Median length5
Mean length4.967125382
Min length1

Spread9
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1244
Unique (%)97.5%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
24
#VALUE!
 
9
159.0011
 
2
131.1979
 
1
143.305
 
1
Other values (1239)
1239
ValueCountFrequency (%) 
#N/A Invalid Override241.8%
 
#VALUE!90.7%
 
159.001120.2%
 
131.197910.1%
 
143.30510.1%
 
37.986710.1%
 
107.78210.1%
 
95.065210.1%
 
30.217610.1%
 
264.892910.1%
 
Other values (1234)123494.3%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length7.755351682
Min length2

Performance9
Categorical

HIGH CARDINALITY

Distinct count1238
Unique (%)94.6%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
69
-92.4851
 
2
-88.8013
 
2
-149.1318
 
1
11.4447
 
1
Other values (1233)
1233
ValueCountFrequency (%) 
#VALUE!695.3%
 
-92.485120.2%
 
-88.801320.2%
 
-149.131810.1%
 
11.444710.1%
 
-43.507310.1%
 
28.137410.1%
 
-57.29410.1%
 
-71.605110.1%
 
-143.621710.1%
 
Other values (1228)122893.9%
 

Length

Max length12
Median length8
Mean length7.490825688
Min length1

Price10
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1182
Unique (%)92.1%
Missing25
Missing (%)1.9%
Memory size10.2 KiB
#N/A Invalid Security
 
10
103.25
 
5
#VALUE!
 
5
103.466
 
3
99.945
 
3
Other values (1177)
1257
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
103.2550.4%
 
#VALUE!50.4%
 
103.46630.2%
 
99.94530.2%
 
100.70730.2%
 
100.50720.2%
 
100.81820.2%
 
102.16920.2%
 
100.78720.2%
 
Other values (1172)124695.3%
 
(Missing)251.9%
 

Length

Max length21
Median length7
Mean length6.638379205
Min length2

Yield10
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1108
Unique (%)86.5%
Missing27
Missing (%)2.1%
Memory size10.2 KiB
#N/A Invalid Security
 
10
#VALUE!
 
5
2.001
 
4
2.01
 
4
2.994
 
3
Other values (1103)
1255
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
#VALUE!50.4%
 
2.00140.3%
 
2.0140.3%
 
2.99430.2%
 
2.7230.2%
 
2.48530.2%
 
2.20530.2%
 
3.12430.2%
 
2.75630.2%
 
Other values (1098)124094.8%
 
(Missing)272.1%
 

Length

Max length21
Median length5
Mean length4.972477064
Min length1

Spread10
Categorical

HIGH CARDINALITY
MISSING
UNIFORM

Distinct count1244
Unique (%)97.5%
Missing32
Missing (%)2.4%
Memory size10.2 KiB
#N/A Invalid Override
 
24
#VALUE!
 
9
173.3207
 
2
153.8626
 
1
127.5044
 
1
Other values (1239)
1239
ValueCountFrequency (%) 
#N/A Invalid Override241.8%
 
#VALUE!90.7%
 
173.320720.2%
 
153.862610.1%
 
127.504410.1%
 
156.913610.1%
 
114.026810.1%
 
192.478910.1%
 
199.47210.1%
 
78.673110.1%
 
Other values (1234)123494.3%
 
(Missing)322.4%
 

Length

Max length21
Median length8
Mean length7.779816514
Min length2

Performance10
Categorical

HIGH CARDINALITY

Distinct count1237
Unique (%)94.6%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
#VALUE!
 
69
-79.4048
 
2
-144.2955
 
2
9.7336
 
2
223.7461
 
1
Other values (1232)
1232
ValueCountFrequency (%) 
#VALUE!695.3%
 
-79.404820.2%
 
-144.295520.2%
 
9.733620.2%
 
223.746110.1%
 
-26.173610.1%
 
-69.379910.1%
 
-40.370910.1%
 
-154.820510.1%
 
-196.679310.1%
 
Other values (1227)122793.8%
 

Length

Max length12
Median length8
Mean length7.522171254
Min length1

Vix
Real number (ℝ≥0)

Distinct count96
Unique (%)7.3%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean34.463402140672784
Minimum12.32
Maximum75.91
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum12.32
5-th percentile12.56
Q125.81
median32.94
Q342.3225
95-th percentile64.9835
Maximum75.91
Range63.59
Interquartile range (IQR)16.5125

Descriptive statistics

Standard deviation16.41430913
Coefficient of variation (CV)0.4762823201
Kurtosis-0.3022203087
Mean34.46340214
Median Absolute Deviation (MAD)8.44
Skewness0.6126994221
Sum45078.13
Variance269.4295443
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
27.57443.4%
 
61332.5%
 
25.81292.2%
 
33.47292.2%
 
12.32272.1%
 
13.85272.1%
 
57.08272.1%
 
13.79272.1%
 
14.83262.0%
 
33.29262.0%
 
Other values (86)101377.4%
 
ValueCountFrequency (%) 
12.32272.1%
 
12.39100.8%
 
12.42100.8%
 
12.54181.4%
 
12.5620.2%
 
ValueCountFrequency (%) 
75.91241.8%
 
72161.2%
 
66.04161.2%
 
65.54100.8%
 
63.95231.8%
 

Vix5d
Real number (ℝ)

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean-2.893746177370031
Minimum-28.59
Maximum60.49
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum-28.59
5-th percentile-24.05
Q1-13.18
median-5.41
Q33.17
95-th percentile26.69
Maximum60.49
Range89.08
Interquartile range (IQR)16.35

Descriptive statistics

Standard deviation16.14654675
Coefficient of variation (CV)-5.579807543
Kurtosis3.313200434
Mean-2.893746177
Median Absolute Deviation (MAD)8.54
Skewness1.419484604
Sum-3785.02
Variance260.7109719
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
-15.28332.5%
 
21.4292.2%
 
-7.32272.1%
 
3.13272.1%
 
-6.95272.1%
 
-23.35262.0%
 
-1.4262.0%
 
-7.94262.0%
 
-24.05262.0%
 
9.25262.0%
 
Other values (90)103579.1%
 
ValueCountFrequency (%) 
-28.5970.5%
 
-26.0760.5%
 
-25.61191.5%
 
-25.52181.4%
 
-24.76131.0%
 
ValueCountFrequency (%) 
60.49241.8%
 
58.0430.2%
 
47.1920.2%
 
37.8940.3%
 
33.2810.1%
 

Srvix
Real number (ℝ≥0)

Distinct count95
Unique (%)7.3%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean69.55730886850152
Minimum63.51
Maximum90.13
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum63.51
5-th percentile64.727
Q166.75
median68.7
Q370.22
95-th percentile80.8
Maximum90.13
Range26.62
Interquartile range (IQR)3.47

Descriptive statistics

Standard deviation4.834460994
Coefficient of variation (CV)0.06950327827
Kurtosis4.991651318
Mean69.55730887
Median Absolute Deviation (MAD)1.87
Skewness2.097538635
Sum90980.96
Variance23.3720131
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
69.43433.3%
 
67.36393.0%
 
74.27332.5%
 
66.99302.3%
 
69.79272.1%
 
73.31272.1%
 
66.92262.0%
 
67.35262.0%
 
65.39262.0%
 
69.92262.0%
 
Other values (85)100576.8%
 
ValueCountFrequency (%) 
63.51251.9%
 
63.67131.0%
 
64.330.2%
 
64.61120.9%
 
64.72131.0%
 
ValueCountFrequency (%) 
90.13161.2%
 
85.77161.2%
 
84.5140.3%
 
83.55181.4%
 
80.8171.3%
 

Srvix5d
Real number (ℝ)

Distinct count98
Unique (%)7.5%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean-1.3135474006116208
Minimum-17.6
Maximum16.34
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum-17.6
5-th percentile-12.26
Q1-3.64
median-0.14
Q31.89
95-th percentile5.53
Maximum16.34
Range33.94
Interquartile range (IQR)5.53

Descriptive statistics

Standard deviation5.219247597
Coefficient of variation (CV)-3.973398748
Kurtosis1.484589397
Mean-1.313547401
Median Absolute Deviation (MAD)2.62
Skewness-0.9913804366
Sum-1718.12
Variance27.24054548
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
1.49342.6%
 
-17.6332.5%
 
1.89292.2%
 
1.96272.1%
 
1.71272.1%
 
-12.26272.1%
 
-0.8262.0%
 
1.65262.0%
 
-0.14262.0%
 
-4.58262.0%
 
Other values (88)102778.5%
 
ValueCountFrequency (%) 
-17.6332.5%
 
-14.1100.8%
 
-12.26272.1%
 
-11.77231.8%
 
-10.93231.8%
 
ValueCountFrequency (%) 
16.3440.3%
 
8.4360.5%
 
6.22161.2%
 
5.8241.8%
 
5.53191.5%
 

CdxIg
Real number (ℝ≥0)

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean82.45087079510704
Minimum43.75
Maximum151.798
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum43.75
5-th percentile44.3542
Q165.835
median86.885
Q396.658
95-th percentile123.313
Maximum151.798
Range108.048
Interquartile range (IQR)30.823

Descriptive statistics

Standard deviation26.2578366
Coefficient of variation (CV)0.3184664558
Kurtosis-0.5153964579
Mean82.4508708
Median Absolute Deviation (MAD)15.559
Skewness0.1261689931
Sum107845.739
Variance689.4739828
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
96.658332.5%
 
71.435292.2%
 
46.049272.1%
 
107.875272.1%
 
46.665272.1%
 
93.168262.0%
 
92.169262.0%
 
92.61262.0%
 
93.224262.0%
 
44.674262.0%
 
Other values (90)103579.1%
 
ValueCountFrequency (%) 
43.75141.1%
 
43.8130.2%
 
43.844181.4%
 
44.054161.2%
 
44.133110.8%
 
ValueCountFrequency (%) 
151.798161.2%
 
141.838161.2%
 
127.5570.5%
 
126.144211.6%
 
123.313241.8%
 

CdxIg5d
Real number (ℝ)

Distinct count99
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean-0.8758944954128437
Minimum-34.82
Maximum49.66
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum-34.82
5-th percentile-26.82
Q1-7.16
median-0.71
Q34.78
95-th percentile22.27
Maximum49.66
Range84.48
Interquartile range (IQR)11.94

Descriptive statistics

Standard deviation13.59015514
Coefficient of variation (CV)-15.51574443
Kurtosis1.769281357
Mean-0.8758944954
Median Absolute Deviation (MAD)6.44
Skewness0.221706801
Sum-1145.67
Variance184.6923166
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
-0.71352.7%
 
-31.85332.5%
 
-4.14292.2%
 
3.76272.1%
 
-11.26272.1%
 
4.78272.1%
 
-1.32262.0%
 
5.97262.0%
 
-0.33262.0%
 
7.3262.0%
 
Other values (89)102678.4%
 
ValueCountFrequency (%) 
-34.82161.2%
 
-31.85332.5%
 
-29.38161.2%
 
-26.82231.8%
 
-26.29100.8%
 
ValueCountFrequency (%) 
49.6660.5%
 
41.22161.2%
 
29.2640.3%
 
28.73110.8%
 
27.58241.8%
 

Usgg2y
Real number (ℝ≥0)

HIGH CORRELATION

Distinct count96
Unique (%)7.3%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean0.5386463302752293
Minimum0.1388
Maximum1.5843
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum0.1388
5-th percentile0.1568
Q10.1857
median0.2261
Q30.6926
95-th percentile1.5657
Maximum1.5843
Range1.4455
Interquartile range (IQR)0.5069

Descriptive statistics

Standard deviation0.5405809727
Coefficient of variation (CV)1.003591675
Kurtosis-0.5401733359
Mean0.5386463303
Median Absolute Deviation (MAD)0.0628
Skewness1.148263963
Sum704.5494
Variance0.292227788
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0.1589362.8%
 
0.2927332.5%
 
0.1952292.2%
 
1.5404272.1%
 
1.5445272.1%
 
0.2281272.1%
 
0.1784262.0%
 
0.2223262.0%
 
1.4116262.0%
 
0.1747262.0%
 
Other values (86)102578.4%
 
ValueCountFrequency (%) 
0.1388262.0%
 
0.145150.4%
 
0.147131.0%
 
0.1564201.5%
 
0.1568131.0%
 
ValueCountFrequency (%) 
1.5843110.8%
 
1.5806151.1%
 
1.5785181.4%
 
1.570220.2%
 
1.57100.8%
 

Usgg2y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean-7.600046636085628
Minimum-43.7306
Maximum44.5881
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum-43.7306
5-th percentile-38.1866
Q1-15.7823
median-4.4388
Q31.4279
95-th percentile17.1075
Maximum44.5881
Range88.3187
Interquartile range (IQR)17.2102

Descriptive statistics

Standard deviation16.49359421
Coefficient of variation (CV)-2.170196447
Kurtosis0.5823762768
Mean-7.600046636
Median Absolute Deviation (MAD)7.3012
Skewness-0.1051194844
Sum-9940.861
Variance272.0386499
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
-35.064332.5%
 
17.1075292.2%
 
-26.9598272.1%
 
-1.3234272.1%
 
-1.8269272.1%
 
-29.0084262.0%
 
-11.4249262.0%
 
10.2326262.0%
 
-0.8302262.0%
 
-4.0697262.0%
 
Other values (90)103579.1%
 
ValueCountFrequency (%) 
-43.7306131.0%
 
-42.9219110.8%
 
-40.536231.8%
 
-38.1866231.8%
 
-37.5138211.6%
 
ValueCountFrequency (%) 
44.5881191.5%
 
24.6906100.8%
 
22.2551100.8%
 
17.1075292.2%
 
14.9634191.5%
 

Usgg3y
Real number (ℝ≥0)

HIGH CORRELATION

Distinct count95
Unique (%)7.3%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean0.577986009174312
Minimum0.1826
Maximum1.6071
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum0.1826
5-th percentile0.1977
Q10.2273
median0.2871
Q30.7176
95-th percentile1.5751
Maximum1.6071
Range1.4245
Interquartile range (IQR)0.4903

Descriptive statistics

Standard deviation0.5183522313
Coefficient of variation (CV)0.8968248765
Kurtosis-0.5263390095
Mean0.5779860092
Median Absolute Deviation (MAD)0.0754
Skewness1.137424808
Sum756.0057
Variance0.2686890357
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0.242513.9%
 
0.2034362.8%
 
0.3675332.5%
 
0.2264292.2%
 
1.5964292.2%
 
1.5565272.1%
 
1.5566272.1%
 
0.2955272.1%
 
0.2871262.0%
 
0.2232262.0%
 
Other values (85)99776.2%
 
ValueCountFrequency (%) 
0.182650.4%
 
0.1877131.0%
 
0.1913262.0%
 
0.19410.1%
 
0.1941201.5%
 
ValueCountFrequency (%) 
1.6071151.1%
 
1.5964292.2%
 
1.58320.2%
 
1.5776100.8%
 
1.5751161.2%
 

Usgg3y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean-7.08561383792049
Minimum-40.5668
Maximum45.8146
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum-40.5668
5-th percentile-37.4203
Q1-15.9462
median-4.023
Q31.3552
95-th percentile14.8311
Maximum45.8146
Range86.3814
Interquartile range (IQR)17.3014

Descriptive statistics

Standard deviation16.46833746
Coefficient of variation (CV)-2.324193476
Kurtosis0.7595476262
Mean-7.085613838
Median Absolute Deviation (MAD)7.4193
Skewness0.08991102573
Sum-9267.9829
Variance271.2061386
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
-33.5201332.5%
 
14.4984292.2%
 
-3.2355272.1%
 
-2.0769272.1%
 
-11.4321272.1%
 
14.8311262.0%
 
-1.498262.0%
 
-21.8245262.0%
 
-7.7726262.0%
 
-4.2185262.0%
 
Other values (90)103579.1%
 
ValueCountFrequency (%) 
-40.5668131.0%
 
-39.983110.8%
 
-39.8441231.8%
 
-37.7983161.2%
 
-37.4203231.8%
 
ValueCountFrequency (%) 
45.8146191.5%
 
32.7769100.8%
 
28.4744100.8%
 
19.4483120.9%
 
17.6575100.8%
 

Usgg5y
Real number (ℝ≥0)

HIGH CORRELATION

Distinct count94
Unique (%)7.2%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean0.6745058868501528
Minimum0.3036
Maximum1.6629
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum0.3036
5-th percentile0.315
Q10.3478
median0.4037
Q30.7825
95-th percentile1.6199
Maximum1.6629
Range1.3593
Interquartile range (IQR)0.4347

Descriptive statistics

Standard deviation0.4849537316
Coefficient of variation (CV)0.7189762774
Kurtosis-0.4727880852
Mean0.6745058869
Median Absolute Deviation (MAD)0.0709
Skewness1.147884041
Sum882.2537
Variance0.2351801218
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0.5254564.3%
 
0.344292.2%
 
1.6058272.1%
 
0.3478272.1%
 
0.4131272.1%
 
1.6122272.1%
 
1.3979262.0%
 
0.3054262.0%
 
0.4037262.0%
 
0.3718262.0%
 
Other values (84)101177.3%
 
ValueCountFrequency (%) 
0.303610.1%
 
0.3051131.0%
 
0.3052201.5%
 
0.3054262.0%
 
0.308250.4%
 
ValueCountFrequency (%) 
1.6629151.1%
 
1.653181.4%
 
1.6495110.8%
 
1.631520.2%
 
1.6247161.2%
 

Usgg5y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean-5.013358715596331
Minimum-37.213
Maximum46.4898
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum-37.213
5-th percentile-33.0848
Q1-14.0342
median-2.7721
Q32.7226
95-th percentile18.035
Maximum46.4898
Range83.7028
Interquartile range (IQR)16.7568

Descriptive statistics

Standard deviation15.48685155
Coefficient of variation (CV)-3.089116984
Kurtosis1.007058894
Mean-5.013358716
Median Absolute Deviation (MAD)7.0904
Skewness0.1515596337
Sum-6557.4732
Variance239.8425711
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
-23.5535332.5%
 
9.197292.2%
 
-4.6588272.1%
 
-3.8375272.1%
 
0.5088272.1%
 
-3.5014262.0%
 
1.2861262.0%
 
-1.6068262.0%
 
-15.7294262.0%
 
18.035262.0%
 
Other values (90)103579.1%
 
ValueCountFrequency (%) 
-37.213110.8%
 
-36.567131.0%
 
-36.0279161.2%
 
-33.3213231.8%
 
-33.0848211.6%
 
ValueCountFrequency (%) 
46.4898191.5%
 
34.0863100.8%
 
26.1124100.8%
 
20.7097100.8%
 
20.3063120.9%
 

Usgg10y
Real number (ℝ≥0)

HIGH CORRELATION

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean0.9632120795107032
Minimum0.5691
Maximum1.8738
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum0.5691
5-th percentile0.6008
Q10.6651
median0.738
Q31.0784
95-th percentile1.8177
Maximum1.8738
Range1.3047
Interquartile range (IQR)0.4133

Descriptive statistics

Standard deviation0.4320796026
Coefficient of variation (CV)0.4485820017
Kurtosis-0.4533225756
Mean0.9632120795
Median Absolute Deviation (MAD)0.1064
Skewness1.115286245
Sum1259.8814
Variance0.186692783
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0.8447332.5%
 
0.738292.2%
 
1.8177272.1%
 
1.809272.1%
 
0.7264272.1%
 
0.6409262.0%
 
1.561262.0%
 
0.703262.0%
 
0.6605262.0%
 
0.7099262.0%
 
Other values (90)103579.1%
 
ValueCountFrequency (%) 
0.5691110.8%
 
0.5832211.6%
 
0.594870.5%
 
0.597241.8%
 
0.600850.4%
 
ValueCountFrequency (%) 
1.8738151.1%
 
1.8545181.4%
 
1.8459110.8%
 
1.819620.2%
 
1.8177272.1%
 

Usgg10y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean-2.1229248470948017
Minimum-32.7511
Maximum41.8038
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum-32.7511
5-th percentile-27.2138
Q1-7.6201
median-1.8005
Q34.237
95-th percentile32.4098
Maximum41.8038
Range74.5549
Interquartile range (IQR)11.8571

Descriptive statistics

Standard deviation14.63393991
Coefficient of variation (CV)-6.893291552
Kurtosis0.8924165421
Mean-2.122924847
Median Absolute Deviation (MAD)5.997
Skewness0.3393306416
Sum-2776.7857
Variance214.1521974
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
-25.9278332.5%
 
1.613292.2%
 
-5.2009272.1%
 
-3.7127272.1%
 
-7.6201272.1%
 
-2.4709262.0%
 
9.1104262.0%
 
0.2491262.0%
 
12.1451262.0%
 
12.0429262.0%
 
Other values (90)103579.1%
 
ValueCountFrequency (%) 
-32.7511211.6%
 
-29.3225241.8%
 
-27.6577131.0%
 
-27.2138231.8%
 
-26.1173110.8%
 
ValueCountFrequency (%) 
41.8038161.2%
 
34.2992241.8%
 
32.7811191.5%
 
32.4098100.8%
 
25.977940.3%
 

Usgg30y
Real number (ℝ≥0)

HIGH CORRELATION

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1.5833412079510703
Minimum1.1626
Maximum2.3625
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum1.1626
5-th percentile1.2191
Q11.329
median1.4344
Q31.7014
95-th percentile2.3015
Maximum2.3625
Range1.1999
Interquartile range (IQR)0.3724

Descriptive statistics

Standard deviation0.3540007179
Coefficient of variation (CV)0.2235782888
Kurtosis-0.455390877
Mean1.583341208
Median Absolute Deviation (MAD)0.1496
Skewness0.9944300513
Sum2071.0103
Variance0.1253165083
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
1.431332.5%
 
1.5295292.2%
 
1.3366272.1%
 
2.3052272.1%
 
2.2858272.1%
 
2.0111262.0%
 
1.329262.0%
 
1.2557262.0%
 
1.416262.0%
 
1.3937262.0%
 
Other values (90)103579.1%
 
ValueCountFrequency (%) 
1.1626110.8%
 
1.169650.4%
 
1.1804131.0%
 
1.204260.5%
 
1.209470.5%
 
ValueCountFrequency (%) 
2.3625151.1%
 
2.3297181.4%
 
2.3052272.1%
 
2.3015110.8%
 
2.2858272.1%
 

Usgg30y5d
Real number (ℝ)

HIGH CORRELATION

Distinct count100
Unique (%)7.6%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean-0.2504259938837922
Minimum-20.7291
Maximum31.6108
Zeros0
Zeros (%)0.0%
Memory size10.2 KiB

Quantile statistics

Minimum-20.7291
5-th percentile-17.1562
Q1-4.3432
median-1.0585
Q33.9185
95-th percentile12.9103
Maximum31.6108
Range52.3399
Interquartile range (IQR)8.2617

Descriptive statistics

Standard deviation9.472245947
Coefficient of variation (CV)-37.82453171
Kurtosis1.575353007
Mean-0.2504259939
Median Absolute Deviation (MAD)4.2906
Skewness0.4231013315
Sum-327.5572
Variance89.72344329
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
-19.8252332.5%
 
1.5375292.2%
 
-1.8879272.1%
 
-1.0585272.1%
 
-3.5353272.1%
 
3.2321262.0%
 
3.4413262.0%
 
10.9275262.0%
 
-2.6504262.0%
 
11.4979262.0%
 
Other values (90)103579.1%
 
ValueCountFrequency (%) 
-20.729160.5%
 
-19.8252332.5%
 
-19.1724231.8%
 
-17.1562171.3%
 
-17.0532110.8%
 
ValueCountFrequency (%) 
31.6108241.8%
 
23.9561161.2%
 
18.791940.3%
 
13.1752191.5%
 
12.9103100.8%
 

Ticker
Categorical

HIGH CARDINALITY

Distinct count580
Unique (%)44.3%
Missing0
Missing (%)0.0%
Memory size10.2 KiB
PFE US Equity
 
11
DIS US Equity
 
11
JPM US Equity
 
11
KO US Equity
 
10
WFC US Equity
 
10
Other values (575)
1255
ValueCountFrequency (%) 
PFE US Equity110.8%
 
DIS US Equity110.8%
 
JPM US Equity110.8%
 
KO US Equity100.8%
 
WFC US Equity100.8%
 
#N/A Invalid Security100.8%
 
GE US Equity100.8%
 
XOM US Equity100.8%
 
INTC US Equity90.7%
 
TFC US Equity90.7%
 
Other values (570)120792.3%
 

Length

Max length21
Median length13
Mean length13.78975535
Min length11

EnterpriseValue
Categorical

HIGH CARDINALITY
MISSING

Distinct count433
Unique (%)53.7%
Missing502
Missing (%)38.4%
Memory size10.2 KiB
#N/A Invalid Security
 
10
103286.16
 
7
197749.9021
 
7
208475.91
 
6
1261354.526
 
6
Other values (428)
770
ValueCountFrequency (%) 
#N/A Invalid Security100.8%
 
103286.1670.5%
 
197749.902170.5%
 
208475.9160.5%
 
1261354.52660.5%
 
205444.638660.5%
 
253443.366960.5%
 
228687.220860.5%
 
187147.490260.5%
 
265332.546850.4%
 
Other values (423)74156.7%
 
(Missing)50238.4%
 

Length

Max length21
Median length10
Mean length7.461009174
Min length3

Interactions

Correlations

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Cramér's V (φc)

Cramér's V is an association measure for nominal random variables. The coefficient ranges from 0 to 1, with 0 indicating independence and 1 indicating perfect association. The empirical estimators used for Cramér's V have been proved to be biased, even for large samples. We use a bias-corrected measure that has been proposed by Bergsma in 2013 that can be found here.

Missing values

Sample

First rows

Pricing DateSettlement DateBond TickerIssuerMoody’s RatingMoody's OutlookS&P RatingS&P OutlookFitch RatingFitch OutlookMoody's/S&P/Fitch RatingNo. of B'sRankBail-inAsset ClassTotal Deal Size (USD)Deal Size (Lcl Ccy)Tranche Size (USD)TenorNo of TranchesStructureCoupon TypeCoupon Rate (Fixed %; FRN if Float)Call DateMaturityBenchmarkSpreadSpread to Gov BenchmarkFree rRate Type Selection3mL Equivalent (bps)IPT SpreadGuidanceAreaM/S EquivalentSpread vs. MidswapsMSNew Issue PremiumMovement from IPTSOrderbook Size (mm)Over SubscriptionYieldPriceLeague Table EligibleIssuer TypeProduct TypeBofA ML Role# of Bookrunners# of Active# of PassiveListingCoCCoupon StepsPar CallMake WholeMarketingSpecial Mandatory RedemptionUOP 1UOP 2DenomPhy. BksSelf LedBk1Bk2Bk3Bk4Bk5Bk6Bk7Bk8Bk9Bk10B&D AgentDistributionAdd-OnTapped BondIndustrySub industryCUSIPISINWeek StartQuarterDealCountrySub-RegionRegionNo-GrowTranche Size (Local)Tranche CurrencyFX Rate per USDCall StructureSpecial Call FeaturesPar Call PeriodUp/DownsizedFirst Time Bond IssuerPrice ExecutionTranche CommentsCoupon Rate CommentsGeneral Comments (deal level)Bond Ticker.1DeskGross SpreadTotal FeesUnequal EconomicsJt Ld 1Jt Ld 2Jt Ld 3Jt Ld 4Jt Ld 5Co1Co 2Co 3Co 4Co 5IsYieldIsDMIsSpreadIssueBenchmarkPrice0Yield0Spread0Performance0Price1Yield1Spread1Performance1Price2Yield2Spread2Performance2Price3Yield3Spread3Performance3Price4Yield4Spread4Performance4Price5Yield5Spread5Performance5Price6Yield6Spread6Performance6Price7Yield7Spread7Performance7Price8Yield8Spread8Performance8Price9Yield9Spread9Performance9Price10Yield10Spread10Performance10VixVix5dSrvixSrvix5dCdxIgCdxIg5dUsgg2yUsgg2y5dUsgg3yUsgg3y5dUsgg5yUsgg5y5dUsgg10yUsgg10y5dUsgg30yUsgg30y5dTickerEnterpriseValue
006/25/202006/30/2020BANRBanner CorporationNR-NR-NR-NR / NR / NR-Sub--100-100101NC5Fixed to FRN--06/30/2030NaN5000.0---525.000.00.0--0.0NaN25.00-25.000100YesFIGInvestment GradeActive22--NoNoNoNoNoNoGCPAcquisition1000NaNNoBofAPiper--------BofAPublic Offering--Financial InstitutionsFinance06652VAA7US06652VAA7006/22/202021United States of AmericaUSUS100USD1NC5--------BANRAMRSNaN-No----------YNN#N/A Field Not Applicable99.755.057505.75.799.755.057505.75.799.755.057505.75.799.755.057505.75.799.755.057505.75.799.755.057505.75.799.755.057505.75.799.755.057505.75.799.755.057505.75.799.755.057505.75.799.755.057505.75.732.22-2.1966.81-0.0778.2264.920.1857-3.95600.2051-8.33020.3320-0.25630.6856-3.22791.4344-3.1849BANR US EquityNaN
106/25/202007/02/2020UALMileage Plus Holdings (United Airlines)Baa3StableNR-BBB-StableBaa3 / NR / BBB-6Secured--3800-380071NC3Fixed6.5-06/20/20270.5% 7yr UST due 05/31/276480.0-51--0.000.00.0--0.0NaN-648.00-NaN7.00098.75YesCORPInvestment GradeNo Role33--YesNoNoYesNoNoRefi-GeneralGCP1NaNNoGSBarcMS--------144a/Reg S--IndustrialsAirlines599191AA1US599191AA1606/22/202021United States of AmericaUSUS3800USD1NC3--800-----UALAMRSNaN-No----------NNY912828ZS Govt101.2586.179568.5912-79.4088101.2586.179568.5915-79.4085101.2586.179568.5924-79.4076101.2586.179568.5926-79.4074101.2586.179568.5929-79.4071101.2586.179568.5932-79.4068101.2586.179568.5935-79.4065101.2586.179568.5943-79.4057101.2586.179568.5946-79.4054101.2586.179568.5949-79.4051101.2586.179568.5952-79.404832.22-2.1966.81-0.0778.2264.920.1857-3.95600.2051-8.33020.3320-0.25630.6856-3.22791.4344-3.18491281118D US EquityNaN
206/25/202006/29/2020INTUIntuit IncA3StableA-StableNR-A3 / A- / NR-Sr--2000-50034NCLFixed0.65-07/15/20230.25% 3yr UST due 06/15/23450.0-3--85.0050.05.0--0.0NaN40.00-5.40.65899.976YesCORPInvestment GradeActive624-YesNoNoYesNoNoMandARefi-General2000NaNNoBofAJPMMUFGUS BancorpScotiaWFS----BofAPublic Offering--TechnologySoftware46124HAA4US46124HAA4106/22/202021United States of AmericaUSUS500USD1NCL--------INTUAMRSNaN-No-----HSBCBarcSiebertLoop-NNY912828ZU Govt100.2380.57136.5999-8.4001100.2250.57539.1213-5.8787100.2250.57540.7166-4.2834100.2250.57539.399-5.601100.2250.57539.4054-5.5946100.2250.57539.4245-5.5755100.2250.57539.431-5.569100.2250.57539.4374-5.5626100.2250.57539.4438-5.5562100.2250.57539.4503-5.5497100.2250.57539.4697-5.530332.22-2.1966.81-0.0778.2264.920.1857-3.95600.2051-8.33020.3320-0.25630.6856-3.22791.4344-3.1849INTU US Equity71989.7244
306/25/202006/29/2020INTUIntuit IncA3StableA-StableNR-A3 / A- / NR-Sr-2000-50054NCLFixed0.95-07/15/20250.25% 5yr UST due 05/31/25650.0-3--105.0070.05.0--0.0NaN40.00-5.50.96699.921YesCORPInvestment GradeActive624-YesNoYesYesNoNoMandARefi-General2000NaNNoBofAJPMMUFGUS BancorpScotiaWFS----BofAPublic Offering-TechnologySoftware46124HAB2US46124HAB2406/22/202020United States of AmericaUSUS500USD1NCL-1------INTUAMRSNaN-No-----HSBCBarcSiebertLoop-NNY912828ZT Govt100.3140.88556.6141-8.3859100.2470.89960.8977-4.1023100.1110.92766.57971.5797100.3920.86958.6953-6.3047100.3920.86958.6935-6.3065100.3920.86958.6882-6.3118100.3920.86958.6865-6.3135100.3920.86958.6847-6.3153100.3920.86958.6829-6.3171100.3920.86958.6811-6.3189100.3920.86958.6758-6.324232.22-2.1966.81-0.0778.2264.920.1857-3.95600.2051-8.33020.3320-0.25630.6856-3.22791.4344-3.1849INTU US Equity71989.7244
406/25/202006/29/2020INTUIntuit IncA3StableA-StableNR-A3 / A- / NR-Sr-2000-50074NCLFixed1.35-07/15/20270.5% 7yr UST due 05/31/27850.0-17--125.0090.05.0--0.0NaN40.00-5.921.36499.906YesCORPInvestment GradeActive624-YesNoYesYesNoNoMandARefi-General2000NaNNoBofAJPMMUFGUS BancorpScotiaWFS----BofAPublic Offering--TechnologySoftware46124HAC0US46124HAC0706/22/202020United States of AmericaUSUS500USD1NCL-2------INTUAMRSNaN-No-----HSBCBarcSiebertLoop-NNY912828ZS Govt100.4531.28176.2595-8.7405100.4791.27779.5399-5.4601100.341.29883.7073-1.2927100.341.29880.4912-4.5088100.341.29880.4915-4.5085100.341.29880.4924-4.5076100.341.29880.4926-4.5074100.341.29880.4929-4.5071100.341.29880.4932-4.5068100.341.29880.4935-4.5065100.341.29880.4943-4.505732.22-2.1966.81-0.0778.2264.920.1857-3.95600.2051-8.33020.3320-0.25630.6856-3.22791.4344-3.1849INTU US Equity71989.7244
506/25/202006/29/2020INTUIntuit IncA3StableA-StableNR-A3 / A- / NR-Sr-2000-500104NCLFixed1.65-07/15/20300.625% 10yr UST due 05/15/301000.0-3--140.00105.05.0--0.0NaN40.00-4.61.67699.76YesCORPInvestment GradeActive624-YesNoYesYesNoNoMandARefi-General2000NaNNoBofAJPMMUFGUS BancorpScotiaWFS----BofAPublic Offering--TechnologySoftware46124HAD8US46124HAD8906/22/202020United States of AmericaUSUS500USD1NCL-3------INTUAMRSNaN-No-----HSBCBarcSiebertLoop-NNY912828ZQ Govt100.1361.63594.9378-5.0622100.1351.63599.3655-0.634599.8521.666104.26414.2641100.551.58991.9767-8.0233100.551.58991.9755-8.0245100.551.58991.972-8.028100.551.58991.9708-8.0292100.551.58991.9697-8.0303100.551.58991.9685-8.0315100.551.58991.9673-8.0327100.551.58991.9638-8.036232.22-2.1966.81-0.0778.2264.920.1857-3.95600.2051-8.33020.3320-0.25630.6856-3.22791.4344-3.1849INTU US Equity71989.7244
606/24/202007/02/2020ALKAlaska Airlines IncNR-BBB-BBB-NR / BBB / BBB6Sr-208.147-208.14751NCLFixed8-08/15/20250.25% 5yr UST due 05/31/25800NaN-46--806.250.00.0--NaNNaN6.25-1.98.000100YesCORPInvestment GradeActive431-NoNoNoNoNoNoGCP-2000NaNNoBofACitiMSCA------BofA144a/Reg S--IndustrialsAirlines01166WAA5US01166WAA5306/22/202021United States of AmericaUSUS208.147USD1NCL--------ALKAMRSNaN-No----------YNN#N/A Field Not Applicable102.0117.233723.3-76.7102.0117.233723.3-76.7102.0117.233723.3-76.7102.0117.233723.3-76.7102.0117.233723.3-76.7102.0117.233723.3-76.7102.0117.233723.3-76.7102.0117.233723.3-76.7102.0117.233723.3-76.7102.0117.233723.3-76.7102.0117.233723.3-76.733.841.1166.52-1.2578.5089.900.1876-3.89370.2104-7.05450.3155-8.27710.6790-8.00011.4291-6.5637ALK US Equity5993.7109
706/24/202006/29/2020ATHAthene Global FundingNR-AStableAStableNR / A / A-FA Backed-300-30051NCLFixed2.55-06/29/20250.25% 5yr UST due 05/31/25225NaN-2--240.000.00.0--NaN515.00-1.72.56799.921YesFIGInvestment GradeActive33--NoNoNoNoNoNoGCP-2000NaNNoBofADBWFS-------DB144a/Reg S--Financial InstitutionsInsurance04685A2N0US04685A2N0606/22/202021United States of AmericaUSUS300USD1NCL--------ATHAMRSNaN-No----------NNY912828ZT GovtNaNNaN#N/A Invalid Override#VALUE!100.2252.502221.1977-3.802399.9462.562230.07975.0797100.0182.546226.39531.3953100.0182.546226.39351.3935100.0182.546226.38821.3882100.0182.546226.38651.3865100.0182.546226.38471.3847100.0182.546226.38291.3829100.0182.546226.38111.3811100.0182.546226.37581.375833.841.1166.52-1.2578.5089.900.1876-3.89370.2104-7.05450.3155-8.27710.6790-8.00011.4291-6.5637ATH US Equity2579.8876
806/24/202006/29/2020TOTALTotal Capital InternationalAa3NegativeA+NegativeNR-Aa3 / A+ / NR-Sr--1600-800212NCLFixed2.986-06/29/20412% 30yr UST due 02/15/501550.0-6--165.00155.00.0--0.01510.00-1.632.986100YesCORPInvestment GradeActive99--NoNoYesYesNoNoRefi - BankGCP2000NaNNoBarcBofACitiCredit Agricole Corporate and Investment Bank (New York)DBHSBCMSMUFGStd Chrtrd-DBPublic Offering--Energy & PowerMajors/Integrateds89153VAX7US89153VAX7306/22/202021FranceW. EuropeEurope800USD1NCL-6------TOTALAMRS,EMEANaN-No----------NNY912810SL Govt101.8352.867144.45-10.55102.12.85149.235-5.765103.592.755139.3858-15.6142103.592.755133.981-21.019103.592.755133.985-21.015103.592.755133.997-21.003103.592.755134.001-20.999103.592.755134.005-20.995103.592.755134.009-20.991103.592.755134.013-20.987103.592.755134.025-20.97533.841.1166.52-1.2578.5089.900.1876-3.89370.2104-7.05450.3155-8.27710.6790-8.00011.4291-6.56370175842D FP EquityNaN
906/24/202006/29/2020TOTALTotal Capital InternationalAa3NegativeA+NegativeNR-Aa3 / A+ / NR-Sr-1600-800402NCLFixed3.386-06/29/20602% 30yr UST due 02/15/50195NaN-8--202.50195.00.0--NaN207.50-1.53.386100YesCORPInvestment GradeActive99--NoNoYesYesNoNoRefi - BankGCP2000NaNNoBarcBofACitiCredit Agricole Corporate and Investment Bank (New York)DBHSBCMSMUFGStd Chrtrd-MSPublic Offering--Energy & PowerMajors/Integrateds89153VAW9US89153VAW9006/22/202020FranceW. EuropeEurope800USD1NCL-6------TOTALAMRS,EMEANaN-No----------NNY912810SL Govt102.9233.254183.15-11.85103.2623.239188.135-6.865104.4633.187182.5858-12.4142107.2493.068165.281-29.719107.2493.068165.285-29.715107.2493.068165.297-29.703107.2493.068165.301-29.699107.2493.068165.305-29.695107.2493.068165.309-29.691107.2493.068165.313-29.687107.2493.068165.325-29.67533.841.1166.52-1.2578.5089.900.1876-3.89370.2104-7.05450.3155-8.27710.6790-8.00011.4291-6.56370175842D FP EquityNaN

Last rows

Pricing DateSettlement DateBond TickerIssuerMoody’s RatingMoody's OutlookS&P RatingS&P OutlookFitch RatingFitch OutlookMoody's/S&P/Fitch RatingNo. of B'sRankBail-inAsset ClassTotal Deal Size (USD)Deal Size (Lcl Ccy)Tranche Size (USD)TenorNo of TranchesStructureCoupon TypeCoupon Rate (Fixed %; FRN if Float)Call DateMaturityBenchmarkSpreadSpread to Gov BenchmarkFree rRate Type Selection3mL Equivalent (bps)IPT SpreadGuidanceAreaM/S EquivalentSpread vs. MidswapsMSNew Issue PremiumMovement from IPTSOrderbook Size (mm)Over SubscriptionYieldPriceLeague Table EligibleIssuer TypeProduct TypeBofA ML Role# of Bookrunners# of Active# of PassiveListingCoCCoupon StepsPar CallMake WholeMarketingSpecial Mandatory RedemptionUOP 1UOP 2DenomPhy. BksSelf LedBk1Bk2Bk3Bk4Bk5Bk6Bk7Bk8Bk9Bk10B&D AgentDistributionAdd-OnTapped BondIndustrySub industryCUSIPISINWeek StartQuarterDealCountrySub-RegionRegionNo-GrowTranche Size (Local)Tranche CurrencyFX Rate per USDCall StructureSpecial Call FeaturesPar Call PeriodUp/DownsizedFirst Time Bond IssuerPrice ExecutionTranche CommentsCoupon Rate CommentsGeneral Comments (deal level)Bond Ticker.1DeskGross SpreadTotal FeesUnequal EconomicsJt Ld 1Jt Ld 2Jt Ld 3Jt Ld 4Jt Ld 5Co1Co 2Co 3Co 4Co 5IsYieldIsDMIsSpreadIssueBenchmarkPrice0Yield0Spread0Performance0Price1Yield1Spread1Performance1Price2Yield2Spread2Performance2Price3Yield3Spread3Performance3Price4Yield4Spread4Performance4Price5Yield5Spread5Performance5Price6Yield6Spread6Performance6Price7Yield7Spread7Performance7Price8Yield8Spread8Performance8Price9Yield9Spread9Performance9Price10Yield10Spread10Performance10VixVix5dSrvixSrvix5dCdxIgCdxIg5dUsgg2yUsgg2y5dUsgg3yUsgg3y5dUsgg5yUsgg5y5dUsgg10yUsgg10y5dUsgg30yUsgg30y5dTickerEnterpriseValue
129801/06/202001/13/2020NABNational Australia Bank Ltd (New York)Aa3StableAA-StableNR-Aa3 / AA- / NR-Sr-1750-75032NCLFixed1.875-12/13/20221.625% 3yr UST due 12/15/2243NaN-2--0.045.02.0--NaN3-43.0-2.931.98199.7YesFIGInvestment GradeActive44--NoNoNoNoNoNoGCP-250000NaNYesBofACitiNABRBC-------3(a)(2)-Financial InstitutionsDepository63254ABC1US63254ABC1801/06/202011AustraliaAustralia - NZOther750USD1NCL--------NABASIANaN-No----------NNY912828YW Govt99.721.97538.5888-4.411299.7281.97239.6642-3.335899.7621.9636.8215-6.178599.8041.94537.2489-5.751199.8131.94238.8821-4.117999.8131.94237.249-5.75199.9221.90333.3545-9.645599.9721.88532.3886-10.6114100.211.827.4934-15.5066100.1341.82730.4793-12.5207100.2931.7727.0283-15.971713.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879NAB AU EquityNaN
129901/06/202001/13/2020NABNational Australia Bank Ltd (New York)Aa3StableAA-StableNR-Aa3 / AA- / NR-Sr-1750-100032NCLFloating--12/13/20223-month Libor41NaN-3 month LIBOR-0.00.00.0--NaN3-41.0-1.50.000100YesFIGInvestment GradeActive44--NoNoNoNoNoNoGCP-250000NaNYesBofACitiNABRBC-------144a/Reg S-Financial InstitutionsDepository63254WAA8US63254WAA8001/06/202010AustraliaAustralia - NZOther1000USD1NCL--------NABASIANaN-No----------NYN#N/A Field Not Applicable100.0662.22137.312-3.688100.0682.23239.425-1.575100.0692.22639.475-1.525100.0772.21337.037-3.963100.12.19836.187-4.813100.12.19836.187-4.813100.1212.17835.137-5.863100.0982.18236.287-4.713100.132.16435.775-5.225100.1422.1635.912-5.088100.1562.13534.087-6.91313.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879NAB AU EquityNaN
130001/06/202001/09/2020GMGeneral Motors Financial Co IncBaa3StableBBBStableBBBStableBaa3 / BBB / BBB6Sr-1250-125051NCLFixed2.9-02/26/20253.75% 5yr UST due 12/31/24132NaN-3--150.0135.03.0--NaN318.0-2.42.92699.874YesCORPInvestment GradeActive66--NoNoYesYesNoNoGCP-2000NaNNoBofABanco Bradesco BBI S.A.CitiDBJPMNATWEST----CitiPublic Offering-IndustrialsAutomotive37045XCV6US37045XCV6401/06/202011United States of AmericaUSUS1250USD1NCL-1------GMAMRS0.354.375No-----CIBCSantanderSTRHCastle OakRamirezNNY912828YY Govt100.0062.898128.5839-3.4161100.12.878121.5153-10.4847100.0232.894124.1137-7.886399.9562.909127.7537-4.2463100.1322.871122.1549-9.8451100.1222.873125.3163-6.6837100.2252.851125.2577-6.7423100.2252.851122.6527-9.3473100.3682.82119.5597-12.4403100.4732.797117.7599-14.2401100.3582.822124.7084-7.291613.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879ACF US EquityNaN
130101/06/202001/09/2020DEJohn Deere Capital Corp.A2StableAStableAStableA2 / A / A-Sr-1100-55052NCLFixed2.05-01/09/20251.75% 5yr UST due 12/31/2445NaN-1--0.046.50.0--NaN0-45.0-2.722.05699.972YesFIGInvestment GradeActive44--NoNoNoNoNoNoGCP-1000NaNNoBofACitiGSMUFJ------GSPublic Offering-Financial InstitutionsConsumer Finance24422EVC0US24422EVC0101/06/202011United States of AmericaUSUS550USD1NCL--------DEAMRS0.351.925No----------NNY912828YY Govt1002.0543.7839-1.216199.8872.07441.1153-3.884799.8732.07742.4137-2.5863100.235236.8537-8.1463100.2172.00435.4549-9.5451100.2172.00438.4163-6.5837100.2172.00440.5577-4.4423100.2172.00437.9527-7.0473100.2172.00437.9597-7.0403100.4981.94432.4599-12.5401100.6721.90733.2084-11.791613.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879DE1 US EquityNaN
130201/06/202001/09/2020DEJohn Deere Capital Corp.A2StableAStableAStableA2 / A / A-Sr-1100-550102NCLFixed2.45-01/09/20301.75% 10yr UST due 11/15/2965NaN-1--0.065.00.0--NaN4-65.0-2.562.45699.947YesFIGInvestment GradeActive44--NoNoNoNoNoNoGCP-1000NaNNoBofACitiGSMUFJ------GSPublic Offering-Financial InstitutionsConsumer Finance24422EVD8US24422EVD8301/06/202010United States of AmericaUSUS550USD1NCL--------DEAMRS0.4752.613No----------NNY912828YS Govt99.3892.5270.22375.223799.7342.4860.6188-4.381299.852.46761.2407-3.7593100.0392.44662.6406-2.3594100.0262.44760.1125-4.8875100.0262.44763.6115-1.3885100.0262.44766.4031.403100.0262.44763.9553-1.0447100.292.41760.9539-4.0461100.2792.41859.6518-5.3482100.6252.37960.4708-4.529213.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879DE1 US EquityNaN
130301/06/202001/09/2020BANCOBanco del EstadoA1StableA+StableNR-A1 / A+ / NR-Sr-750-75051NCLFixed2.704-01/09/20251.75% 5yr UST due 12/31/24110NaN---130.0115.05.0--NaNNaN20.0-2.932.704100YesFIGInvestment GradeActive44--NoNoYesYesNoNoGCP-200000NaNNoBofACredit Agricole Corporate and Investment Bank (New York)GSJPM------GS144a/Reg S-Financial InstitutionsConsumer Finance05965MAG8US05965MAG8701/06/202011ChileLat AM (EM)Latin America750USD1NCL-1------BANCOAMRSNaN-No----------NNY912828YY Govt100.2262.655104.2839-5.7161100.3062.63797.4153-12.5847100.3072.63798.4137-11.5863100.3592.62699.4537-10.5463100.4072.61596.5549-13.4451100.462.60398.3163-11.6837100.4042.615101.6577-8.3423100.4042.615101.6828-8.3172100.3812.6299.5597-10.4403100.42.61699.6599-10.3401100.4042.615104.0084-5.991613.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879167579Z CI EquityNaN
130401/06/202001/13/2020SANUKSantander UK PLCAa3-A-A+-Aa3 / A / A+-Sr-1250-125031NCLFixed2.1-01/13/20231.625% 3yr UST due 12/15/2257NaN-2--75.060.03.0--NaN518.0-2.322.12199.939YesFIGInvestment GradeNo Role55--NoNoNoNoNoNoGCP-200000NaNYesBarcCitiMSSantanderNATWEST-----CitiPublic Offering-Financial InstitutionsFinance80283LAY9US80283LAY9201/06/202011United KingdomW. EuropeEurope1250USD1NCL--------SANUKEMEA0.22.5No----------NNY912828YW Govt99.9452.11952.9888-4.0112100.0112.09652.0642-4.9358100.0262.09149.9215-7.078599.9572.11554.2489-2.7511100.1752.03948.5821-8.4179100.1752.03946.949-10.051100.2062.02845.8545-11.1455100.311.99243.0886-13.9114100.2772.00347.7934-9.2066100.3831.96644.3793-12.6207100.5031.92442.4283-14.571713.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879ANL LN EquityNaN
130501/06/202001/09/2020SRESouthern California Gas CoAa2NegativeA+NegativeAA-StableAa2 / A+ / AA--FMB-650-650101NCLFixed2.55-02/01/20301.75% 10yr UST due 11/15/2977NaN-2--100.080.03.0--NaN523.0-2.462.57699.77YesCORPInvestment GradeNo Role541-NoNoYesYesNoNoRefi-CPGCP1000NaNNoCredit Agricole Corporate and Investment Bank (New York)MizuhoScotiaU.S. Bancorp Investments, IncAcademy-----U.S. Bancorp Investments, IncPublic Offering-Energy & PowerUtilities842434CU4US842434CU4501/06/202011United States of AmericaUSUS650USD1NCL-3150-----SREAMRS0.654.225No-----BBVABlaylockR. Seelaus--NNY912828YS Govt99.6472.5977.22370.223799.6472.5971.6188-5.3812100.2252.52466.9407-10.0593100.2252.52470.4406-6.5594100.2252.52467.8125-9.1875100.5092.49168.0115-8.9885100.5092.49170.803-6.197100.5092.49168.3553-8.6447100.5092.49168.3539-8.6461100.5092.49166.9518-10.0482101.3852.3961.5708-15.429213.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879PET1 US EquityNaN
130601/06/202001/09/2020EIXSouthern California EdisonA3StableA-StableBBB+StableA3 / A- / BBB+-FMB-600-100102NCLFixed2.85-08/01/20292.375% 9yr UST due 05/15/2990NaN-1--110.095.05.0--NaN-520.0-112.706101.179YesCORPInvestment GradeNo Role44--NoNoNoYesNoNoRefi-CPGCP1000NaNNoMUFJPNCRBCWFS-------Public OfferingYes-Energy & PowerUtilities842400GS6US842400GS6001/06/202011United States of AmericaUSUSYes100USD1NCL--------EIXAMRS0.650.65No-----Great PacificMischlerRamirez & Co., Inc.SiebertTelseyNNY9128286T Govt101.2882.69388.3636-1.6364101.6972.64378.3919-11.6081101.6972.64380.2175-9.7825101.6972.64383.7938-6.2062101.6972.64380.9594-9.0406101.7282.63983.9578-6.0422101.7282.63986.815-3.185101.7282.63984.1966-5.8034101.7282.63984.212-5.788101.7282.63982.8019-7.1981102.2752.57381.0216-8.978413.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879SCE1 US EquityNaN
130701/06/202001/09/2020EIXSouthern California EdisonA3StableA-StableBBB+StableA3 / A- / BBB+-FMB-600-500302NCLFixed3.65-02/01/20502.25% 30yr UST due 08/15/49140NaN-4--162.5145.05.0--NaN-522.5-5.53.68699.347YesCORPInvestment GradeNo Role44--NoNoNoYesNoNoRefi-CPGCP1000NaNNoMUFJPNCRBCWFS-------Public Offering-Energy & PowerUtilities842400GT4US842400GT4401/06/202010United States of AmericaUSUSYes500USD1NCL--------EIXAMRS0.8754.375No-----Great PacificMischlerRamirez & Co., Inc.SiebertTelseyNNY912810SJ Govt100.3943.628132.1738-7.8262101.4323.571120.7567-19.2433101.3043.578124.7321-15.2679102.043.538125.8155-14.1845102.6523.505120.1657-19.8343102.83.497122.5922-17.4078102.8193.496125.9813-14.0187102.8193.496123.7309-16.2691103.9093.438117.9307-22.0693103.9693.435115.4398-24.5602103.9693.435119.9534-20.046613.853.1369.431.7146.0494.781.5445-1.32341.5566-2.07691.6058-3.83751.809-3.71272.2858-1.8879SCE1 US EquityNaN